+669.9%
T vs SCCO
+33,989.4%
-33,319.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -1.3% | -5.3% | +4.0% | -0.4% |
| 30D | +11.4% | +2.7% | +8.7% | +10.6% |
| 3M | +14.3% | +4.2% | +10.1% | +12.6% |
| 6M | -9.3% | -0.6% | -8.6% | -10.5% |
| YTD | +7.1% | +45.0% | -37.9% | -1.7% |
| 1Y | -9.1% | +109.3% | -118.4% | -22.1% |
| 3Y | +105.3% | +180.8% | -75.4% | +62.2% |
| 5Y | +66.8% | +314.3% | -247.5% | +20.0% |
| 10Y | +66.8% | +1,083.3% | -1,016.5% | -4.5% |
| All | +669.9% | +33,989.4% | -33,319.5% | +172.5% |
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