+287.8%
SCCO vs ABCL
-79.6%
+367.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -1.8% | +2.3% | -4.1% | -2.1% |
| 30D | -17.8% | -0.7% | -17.1% | -17.8% |
| 3M | -12.5% | +33.4% | -45.9% | -16.4% |
| 6M | -4.1% | +137.8% | -141.8% | -17.0% |
| YTD | +25.5% | +264.3% | -238.8% | +1.7% |
| 1Y | +31.0% | +209.2% | -178.2% | +8.2% |
| 3Y | +178.7% | +208.4% | -29.7% | +120.0% |
| 5Y | +279.7% | -11.9% | +291.6% | +227.7% |
| All | +287.8% | -79.6% | +367.4% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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