+1,067.4%
SCCO vs ACM
+131.7%
+935.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.8% | -5.5% | -6.4% |
| 7D | -2.7% | -5.9% | +3.2% | +0.2% |
| 30D | -0.2% | -6.2% | +6.0% | +2.2% |
| 3M | +17.8% | -7.9% | +25.6% | +20.7% |
| 6M | +2.3% | -30.6% | +32.9% | +20.3% |
| YTD | +41.6% | -33.3% | +74.9% | +68.2% |
| 1Y | +101.9% | -49.2% | +151.1% | +175.5% |
| 3Y | +186.2% | -23.5% | +209.6% | +209.2% |
| 5Y | +309.7% | +0.9% | +308.7% | +278.9% |
| All | +1,067.4% | +131.7% | +935.8% | +607.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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