-100.0%
VIVK vs SCCO
+43.0%
-143.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.9% | -29.4% | -27.3% |
| 7D | -68.7% | -7.9% | -60.8% | -69.0% |
| 30D | -90.0% | -13.0% | -77.0% | -90.2% |
| 3M | -98.1% | -6.9% | -91.2% | -98.1% |
| 6M | -99.9% | +11.0% | -110.9% | -99.9% |
| YTD | -99.9% | +30.3% | -130.2% | -99.9% |
| 1Y | -100.0% | +45.0% | -145.0% | -100.0% |
| All | -100.0% | +43.0% | -143.0% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling