+5,103.1%
SYK vs SCCO
+33,197.0%
-28,093.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.3% | -0.6% |
| 7D | -12.3% | -2.7% | -9.6% | -12.0% |
| 30D | -22.4% | -0.2% | -22.3% | -22.7% |
| 3M | -12.3% | +17.8% | -30.1% | -15.9% |
| 6M | -24.3% | +2.3% | -26.6% | -26.0% |
| YTD | -22.8% | +41.6% | -64.4% | -29.8% |
| 1Y | -28.8% | +101.9% | -130.7% | -40.0% |
| 3Y | -4.0% | +186.2% | -190.1% | -26.7% |
| 5Y | +3.8% | +309.7% | -305.8% | -27.7% |
| 10Y | +172.8% | +1,094.2% | -921.4% | +49.4% |
| All | +5,103.1% | +33,197.0% | -28,093.9% | +1,511.7% |
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