+2,926.4%
V vs SCCO
+1,141.5%
+1,784.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.7% | -5.3% | +3.6% | -0.2% |
| 30D | +2.0% | +2.7% | -0.7% | +0.9% |
| 3M | +17.4% | +4.2% | +13.2% | +14.4% |
| 6M | +17.5% | -0.6% | +18.1% | +14.6% |
| YTD | +7.6% | +45.0% | -37.4% | -7.4% |
| 1Y | +7.7% | +109.3% | -101.6% | -17.7% |
| 3Y | +54.7% | +180.8% | -126.1% | +2.7% |
| 5Y | +73.0% | +314.3% | -241.2% | -2.3% |
| 10Y | +390.9% | +1,083.3% | -692.5% | +84.1% |
| All | +2,926.4% | +1,141.5% | +1,784.9% | +684.8% |
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