+163.6%
W vs SCCO
+973.0%
-809.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -4.2% | -5.3% | +1.1% | -1.1% |
| 30D | -7.6% | +2.7% | -10.2% | -9.5% |
| 3M | +37.2% | +4.2% | +33.0% | +32.2% |
| 6M | +26.3% | -0.6% | +27.0% | +23.7% |
| YTD | -1.0% | +45.0% | -45.9% | -24.1% |
| 1Y | +20.1% | +109.3% | -89.2% | -26.6% |
| 3Y | +37.8% | +180.8% | -143.0% | -28.3% |
| 5Y | -63.7% | +314.3% | -377.9% | -84.8% |
| 10Y | +156.3% | +1,083.3% | -927.0% | -37.3% |
| All | +163.6% | +973.0% | -809.4% | -40.0% |
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