+371.7%
SCCO vs ABCL
-81.9%
+453.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | +2.4% | -2.7% | +5.2% | +2.8% |
| 30D | +6.4% | +18.3% | -11.9% | +3.6% |
| 3M | +21.6% | +108.5% | -86.9% | +7.8% |
| 6M | +13.4% | +213.9% | -200.5% | -5.3% |
| YTD | +52.6% | +223.1% | -170.5% | +26.1% |
| 1Y | +122.4% | +160.6% | -38.2% | +87.6% |
| 3Y | +208.5% | +104.3% | +104.2% | +154.9% |
| 5Y | +353.9% | -40.0% | +393.9% | +305.8% |
| All | +371.7% | -81.9% | +453.6% | +357.8% |
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