+38.6%
ALB vs SCCO
+682.0%
-643.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.1% |
| 7D | -5.8% | -1.9% | -3.9% | -4.8% |
| 30D | -4.5% | -17.4% | +12.9% | +6.2% |
| 3M | -28.1% | -11.7% | -16.4% | -23.8% |
| 6M | -53.2% | -12.1% | -41.1% | -51.0% |
| YTD | -33.3% | +20.9% | -54.2% | -44.7% |
| 1Y | -17.4% | +31.3% | -48.8% | -35.2% |
| 3Y | -14.1% | +170.3% | -184.4% | -57.3% |
| 5Y | -64.0% | +240.8% | -304.8% | -84.9% |
| All | +38.6% | +682.0% | -643.4% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling