-43.5%
ACN vs SCCO
+313.8%
-357.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.4% | +2.0% |
| 7D | -7.9% | -2.7% | -5.2% | -7.7% |
| 30D | -1.1% | -0.2% | -0.9% | -1.2% |
| 3M | +5.6% | +17.8% | -12.2% | +2.9% |
| 6M | -9.9% | +2.3% | -12.2% | -11.0% |
| YTD | -32.3% | +41.6% | -73.9% | -38.3% |
| 1Y | -25.3% | +101.9% | -127.2% | -37.3% |
| 3Y | -42.3% | +186.2% | -228.4% | -57.2% |
| 5Y | -43.5% | +309.7% | -353.1% | -63.8% |
| All | -43.5% | +313.8% | -357.2% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling