+585.4%
SCCO vs ALC
+16.1%
+569.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | -2.7% | -6.3% | +3.7% | +0.2% |
| 30D | -0.7% | -10.3% | +9.5% | +4.0% |
| 3M | +8.1% | -0.7% | +8.8% | +7.6% |
| 6M | +4.1% | -17.8% | +22.0% | +12.4% |
| YTD | +41.1% | -15.8% | +56.9% | +50.1% |
| 1Y | +95.6% | -16.7% | +112.3% | +108.5% |
| 3Y | +179.3% | -19.7% | +199.0% | +195.8% |
| 5Y | +308.3% | -19.8% | +328.1% | +322.1% |
| All | +585.4% | +16.1% | +569.3% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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