+341.6%
SCCO vs ACM
+1.3%
+340.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.7% |
| 7D | +2.4% | -3.7% | +6.1% | +4.1% |
| 30D | +6.4% | -12.7% | +19.1% | +12.3% |
| 3M | +21.6% | -9.8% | +31.4% | +25.8% |
| 6M | +13.4% | -31.4% | +44.8% | +34.0% |
| YTD | +52.6% | -32.1% | +84.7% | +79.3% |
| 1Y | +122.4% | -47.8% | +170.2% | +201.5% |
| 3Y | +208.5% | -22.1% | +230.5% | +221.6% |
| All | +341.6% | +1.3% | +340.3% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling