+6,753.1%
SU vs SCCO
+33,197.0%
-26,443.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +2.9% |
| 7D | +1.7% | -2.7% | +4.4% | +2.6% |
| 30D | +9.6% | -0.2% | +9.8% | +8.8% |
| 3M | +11.7% | +17.8% | -6.0% | +2.0% |
| 6M | +21.9% | +2.3% | +19.7% | +14.7% |
| YTD | +58.6% | +41.6% | +17.0% | +27.3% |
| 1Y | +66.5% | +101.9% | -35.4% | +12.8% |
| 3Y | +121.4% | +186.2% | -64.7% | +21.9% |
| 5Y | +355.7% | +309.7% | +46.0% | +108.2% |
| 10Y | +264.2% | +1,094.2% | -830.0% | +0.2% |
| All | +6,753.1% | +33,197.0% | -26,443.9% | +955.8% |
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