-63.4%
ALB vs SCCO
+243.3%
-306.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 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% | -45.7% |
| 1Y | -17.4% | +31.3% | -48.8% | -36.6% |
| 3Y | -14.1% | +170.3% | -184.4% | -60.0% |
| All | -63.4% | +243.3% | -306.6% | -85.9% |
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 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