+555.9%
XYZ vs SCCO
+927.3%
-371.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.4% |
| 7D | -2.2% | -2.4% | +0.2% | -1.1% |
| 30D | +11.6% | -16.5% | +28.0% | +20.4% |
| 3M | +8.4% | -10.4% | +18.8% | +12.3% |
| 6M | +17.2% | -2.8% | +19.9% | +14.8% |
| YTD | +31.7% | +27.2% | +4.5% | +8.7% |
| 1Y | +30.1% | +33.6% | -3.6% | +4.5% |
| 3Y | +66.4% | +182.4% | -115.9% | -13.1% |
| 5Y | -62.2% | +262.8% | -324.9% | -82.7% |
| 10Y | +621.5% | +724.4% | -102.8% | +118.8% |
| All | +555.9% | +927.3% | -371.4% | +82.5% |
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