+2,128.1%
TER vs SCCO
+29,038.3%
-26,910.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.4% |
| 7D | +24.0% | +1.7% | +22.3% | +23.3% |
| 30D | -30.6% | -18.1% | -12.6% | -23.5% |
| 3M | -34.5% | -12.8% | -21.7% | -29.9% |
| 6M | -26.4% | -8.5% | -17.9% | -22.1% |
| YTD | +36.4% | +23.9% | +12.5% | +27.0% |
| 1Y | +47.4% | +30.0% | +17.4% | +34.7% |
| 3Y | +202.6% | +175.2% | +27.4% | +96.2% |
| 5Y | +83.9% | +249.4% | -165.5% | +5.2% |
| 10Y | +1,068.0% | +703.4% | +364.6% | +351.1% |
| All | +2,128.1% | +29,038.3% | -26,910.1% | +78.6% |
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