+553.6%
SPYG vs SCCO
+26,706.4%
-26,152.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | +1.0% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | -1.9% | -0.2% | -1.8% | -2.3% |
| 3M | +5.2% | +17.8% | -12.6% | -0.1% |
| 6M | +15.6% | +2.3% | +13.3% | +13.1% |
| YTD | +12.4% | +41.6% | -29.2% | -0.2% |
| 1Y | +17.5% | +101.9% | -84.4% | -5.6% |
| 3Y | +98.1% | +186.2% | -88.1% | +41.0% |
| 5Y | +84.9% | +309.7% | -224.8% | +16.4% |
| 10Y | +417.7% | +1,094.2% | -676.6% | +132.5% |
| All | +553.6% | +26,706.4% | -26,152.7% | +9.5% |
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