+207.4%
SCCO vs ABCL
+105.4%
+102.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | +6.6% | +65.1% | -58.5% | -3.5% |
| 3M | +24.5% | +111.1% | -86.6% | +6.4% |
| 6M | +16.5% | +231.6% | -215.1% | -9.0% |
| YTD | +52.1% | +234.5% | -182.4% | +17.4% |
| 1Y | +114.2% | +174.3% | -60.2% | +69.4% |
| 3Y | +207.4% | +111.5% | +96.0% | +137.1% |
| All | +207.4% | +105.4% | +102.0% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling