+7,841.3%
SPGI vs SCCO
+28,322.8%
-20,481.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.7% |
| 7D | +1.2% | -1.9% | +3.1% | +1.6% |
| 30D | +15.9% | -17.4% | +33.3% | +20.9% |
| 3M | +12.3% | -11.7% | +24.0% | +14.5% |
| 6M | +23.7% | -12.1% | +35.8% | +24.7% |
| YTD | -3.5% | +20.9% | -24.4% | -12.4% |
| 1Y | +0.4% | +31.3% | -30.9% | -10.8% |
| 3Y | +29.9% | +170.3% | -140.4% | -8.4% |
| 5Y | +15.2% | +240.8% | -225.6% | -25.5% |
| 10Y | +337.2% | +683.6% | -346.5% | +115.0% |
| All | +7,841.3% | +28,322.8% | -20,481.5% | +2,048.0% |
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