+4,277.8%
SPG vs SCCO
+33,989.4%
-29,711.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.4% | -5.3% | +2.9% | -0.8% |
| 30D | -6.8% | +2.7% | -9.5% | -7.9% |
| 3M | +2.7% | +4.2% | -1.5% | -0.2% |
| 6M | +5.5% | -0.6% | +6.1% | +2.9% |
| YTD | +15.7% | +45.0% | -29.3% | -1.1% |
| 1Y | +20.9% | +109.3% | -88.4% | -9.0% |
| 3Y | +112.4% | +180.8% | -68.4% | +40.3% |
| 5Y | +101.4% | +314.3% | -212.9% | +13.4% |
| 10Y | +60.6% | +1,083.3% | -1,022.7% | -36.5% |
| All | +4,277.8% | +33,989.4% | -29,711.6% | +1,034.8% |
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