-45.4%
ALB vs SCCO
+303.5%
-348.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -6.6% | -2.7% | -4.0% | -5.3% |
| 30D | -8.1% | -0.7% | -7.4% | -8.5% |
| 3M | -25.7% | +8.1% | -33.8% | -30.3% |
| 6M | -29.5% | +4.1% | -33.6% | -33.7% |
| YTD | -16.2% | +41.1% | -57.3% | -36.8% |
| 1Y | +59.2% | +95.6% | -36.3% | -4.0% |
| 3Y | -33.7% | +179.3% | -213.0% | -68.7% |
| All | -45.4% | +303.5% | -348.9% | -79.7% |
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 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