+1,559.8%
ALB vs SCCO
+28,322.8%
-26,763.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.4% |
| 7D | -5.8% | -1.9% | -3.9% | -5.1% |
| 30D | -4.5% | -17.4% | +12.9% | +3.1% |
| 3M | -28.1% | -11.7% | -16.4% | -24.9% |
| 6M | -53.2% | -12.1% | -41.1% | -51.4% |
| YTD | -33.3% | +20.9% | -54.2% | -40.6% |
| 1Y | -17.4% | +31.3% | -48.8% | -29.0% |
| 3Y | -14.1% | +170.3% | -184.4% | -45.0% |
| 5Y | -64.0% | +240.8% | -304.8% | -79.2% |
| 10Y | +32.8% | +683.6% | -650.8% | -45.5% |
| All | +1,559.8% | +28,322.8% | -26,763.1% | +144.4% |
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