+196.7%
W vs SCCO
+794.6%
-597.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +1.8% |
| 7D | +0.2% | -1.9% | +2.1% | +1.3% |
| 30D | +6.8% | -17.4% | +24.2% | +18.9% |
| 3M | +10.7% | -11.7% | +22.3% | +17.1% |
| 6M | +86.3% | -12.1% | +98.5% | +96.4% |
| YTD | +11.5% | +20.9% | -9.4% | -6.0% |
| 1Y | +5.1% | +31.3% | -26.2% | -15.8% |
| 3Y | +171.0% | +170.3% | +0.7% | +43.3% |
| 5Y | -56.6% | +240.8% | -297.4% | -79.8% |
| 10Y | +213.4% | +683.6% | -470.2% | -9.9% |
| All | +196.7% | +794.6% | -597.9% | -25.7% |
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