+2,004.5%
SPY vs SCCO
+35,670.2%
-33,665.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -1.7% |
| 7D | +0.5% | +3.4% | -2.9% | -0.3% |
| 30D | -0.9% | +6.6% | -7.6% | -2.8% |
| 3M | +3.9% | +24.5% | -20.6% | -2.3% |
| 6M | +14.5% | +16.5% | -2.0% | +8.6% |
| YTD | +12.9% | +52.1% | -39.2% | -0.9% |
| 1Y | +19.4% | +114.2% | -94.8% | -4.3% |
| 3Y | +78.5% | +207.4% | -129.0% | +27.1% |
| 5Y | +81.8% | +353.7% | -272.0% | +14.3% |
| 10Y | +311.5% | +1,144.5% | -833.0% | +92.5% |
| All | +2,004.5% | +35,670.2% | -33,665.6% | +390.5% |
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