+353.7%
SCCO vs ABCL
-39.9%
+393.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +24.5% | +111.1% | -86.6% | +8.9% |
| 6M | +16.5% | +231.6% | -215.1% | -5.4% |
| YTD | +52.1% | +234.5% | -182.4% | +22.4% |
| 1Y | +114.2% | +174.3% | -60.2% | +76.0% |
| 3Y | +207.4% | +111.5% | +96.0% | +147.4% |
| 5Y | +353.7% | -37.3% | +391.0% | +293.0% |
| All | +353.7% | -39.9% | +393.6% | +293.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling