+3,043.1%
TER vs SCCO
+35,670.2%
-32,627.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.0% |
| 7D | +11.0% | +3.4% | +7.5% | +9.3% |
| 30D | -1.9% | +6.6% | -8.5% | -5.1% |
| 3M | -0.7% | +24.5% | -25.2% | -9.7% |
| 6M | +36.4% | +16.5% | +19.9% | +28.6% |
| YTD | +92.4% | +52.1% | +40.3% | +61.7% |
| 1Y | +213.5% | +114.2% | +99.4% | +127.4% |
| 3Y | +277.2% | +207.4% | +69.8% | +129.6% |
| 5Y | +219.1% | +353.7% | -134.6% | +59.9% |
| 10Y | +1,744.2% | +1,144.5% | +599.7% | +481.0% |
| All | +3,043.1% | +35,670.2% | -32,627.0% | +127.4% |
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