+563.4%
SPMO vs SCCO
+903.6%
-340.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.4% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | -0.7% | -0.2% | -0.5% | -1.0% |
| 3M | +2.8% | +17.8% | -14.9% | -1.8% |
| 6M | +24.4% | +2.3% | +22.2% | +22.4% |
| YTD | +24.2% | +41.6% | -17.4% | +11.5% |
| 1Y | +24.5% | +101.9% | -77.4% | +1.9% |
| 3Y | +155.6% | +186.2% | -30.6% | +86.3% |
| 5Y | +148.2% | +309.7% | -161.5% | +60.4% |
| 10Y | +514.8% | +1,094.2% | -579.4% | +216.5% |
| All | +563.4% | +903.6% | -340.2% | +243.0% |
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