+533.2%
XYZ vs SCCO
+1,071.2%
-538.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.0% | -5.3% | +4.3% | +1.5% |
| 30D | -1.7% | +2.7% | -4.4% | -3.3% |
| 3M | +16.7% | +4.2% | +12.5% | +12.6% |
| 6M | +26.9% | -0.6% | +27.5% | +23.1% |
| YTD | +27.1% | +45.0% | -17.8% | -0.1% |
| 1Y | +9.3% | +109.3% | -100.1% | -29.5% |
| 3Y | +42.3% | +180.8% | -138.5% | -24.1% |
| 5Y | -69.3% | +314.3% | -383.6% | -86.8% |
| 10Y | +586.8% | +1,083.3% | -496.5% | +84.1% |
| All | +533.2% | +1,071.2% | -538.0% | +67.7% |
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