+2,916.2%
TER vs SCCO
+33,989.4%
-31,073.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | -5.3% | +5.9% | +3.1% |
| 30D | -8.3% | +2.7% | -10.9% | -9.8% |
| 3M | -12.2% | +4.2% | -16.4% | -13.5% |
| 6M | +17.1% | -0.6% | +17.7% | +18.4% |
| YTD | +84.7% | +45.0% | +39.7% | +58.5% |
| 1Y | +199.9% | +109.3% | +90.6% | +119.9% |
| 3Y | +232.8% | +180.8% | +52.0% | +110.7% |
| 5Y | +198.6% | +314.3% | -115.7% | +55.6% |
| 10Y | +1,669.7% | +1,083.3% | +586.4% | +470.1% |
| All | +2,916.2% | +33,989.4% | -31,073.2% | +123.0% |
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