+676.1%
SCCO vs ACM
+132.6%
+543.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.7% |
| 7D | -1.9% | +5.6% | -7.5% | -4.5% |
| 30D | -17.4% | +20.8% | -38.2% | -24.9% |
| 3M | -11.7% | +11.4% | -23.1% | -16.9% |
| 6M | -12.1% | +0.9% | -13.1% | -14.1% |
| YTD | +20.9% | -24.8% | +45.7% | +35.3% |
| 1Y | +31.3% | -46.4% | +77.8% | +76.0% |
| 3Y | +170.3% | -9.2% | +179.5% | +166.9% |
| 5Y | +240.8% | +5.0% | +235.8% | +207.8% |
| All | +676.1% | +132.6% | +543.5% | +356.0% |
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