+7,336.9%
SPGI vs SCCO
+33,989.4%
-26,652.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.1% | -5.3% | +5.4% | +1.4% |
| 30D | +8.4% | +2.7% | +5.7% | +7.3% |
| 3M | +11.8% | +4.2% | +7.6% | +9.3% |
| 6M | +5.7% | -0.6% | +6.3% | +3.3% |
| YTD | -9.7% | +45.0% | -54.6% | -20.9% |
| 1Y | -12.5% | +109.3% | -121.8% | -30.9% |
| 3Y | +21.8% | +180.8% | -159.0% | -14.0% |
| 5Y | +8.2% | +314.3% | -306.1% | -33.1% |
| 10Y | +309.5% | +1,083.3% | -773.8% | +82.3% |
| All | +7,336.9% | +33,989.4% | -26,652.5% | +1,838.9% |
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