+2,107.2%
SYY vs SCCO
+33,197.0%
-31,089.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.2% | +8.1% | +2.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.9% |
| 30D | -2.3% | -0.2% | -2.1% | -2.5% |
| 3M | +5.5% | +17.8% | -12.3% | +2.1% |
| 6M | -1.0% | +2.3% | -3.2% | -2.6% |
| YTD | +14.1% | +41.6% | -27.5% | +5.8% |
| 1Y | +5.6% | +101.9% | -96.3% | -8.2% |
| 3Y | +27.9% | +186.2% | -158.3% | +2.4% |
| 5Y | +22.7% | +309.7% | -286.9% | -9.3% |
| 10Y | +113.9% | +1,094.2% | -980.3% | +31.4% |
| All | +2,107.2% | +33,197.0% | -31,089.8% | +733.5% |
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