-100.0%
SPXU vs SCCO
+1,909.1%
-2,009.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.2% | +9.1% | -4.0% |
| 7D | +6.4% | -2.7% | +9.1% | +4.2% |
| 30D | +5.9% | -0.2% | +6.1% | +6.1% |
| 3M | -11.7% | +17.8% | -29.4% | +3.7% |
| 6M | -28.7% | +2.3% | -30.9% | -21.8% |
| YTD | -26.4% | +41.6% | -68.0% | +8.2% |
| 1Y | -35.2% | +101.9% | -137.1% | +32.2% |
| 3Y | -79.8% | +186.2% | -266.0% | -32.6% |
| 5Y | -86.1% | +309.7% | -395.7% | -21.9% |
| 10Y | -99.5% | +1,094.2% | -1,193.8% | -87.3% |
| All | -100.0% | +1,909.1% | -2,009.1% | -99.2% |
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