+2,313.5%
SO vs SCCO
+33,989.4%
-31,675.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | -5.3% | +5.1% | +0.3% |
| 30D | -4.6% | +2.7% | -7.2% | -4.9% |
| 3M | -3.0% | +4.2% | -7.2% | -3.8% |
| 6M | -8.3% | -0.6% | -7.6% | -8.9% |
| YTD | +3.5% | +45.0% | -41.4% | -0.8% |
| 1Y | -0.9% | +109.3% | -110.2% | -8.4% |
| 3Y | +45.4% | +180.8% | -135.4% | +29.0% |
| 5Y | +59.6% | +314.3% | -254.6% | +34.9% |
| 10Y | +156.6% | +1,083.3% | -926.7% | +92.0% |
| All | +2,313.5% | +33,989.4% | -31,675.9% | +1,397.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling