+262.8%
SCCO vs ALC
-10.6%
+273.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | -2.4% | -6.3% | +3.9% | -0.2% |
| 30D | -16.5% | +12.6% | -29.1% | -20.2% |
| 3M | -10.4% | -3.8% | -6.5% | -9.4% |
| 6M | -2.8% | +16.8% | -19.6% | -9.3% |
| YTD | +27.2% | -7.6% | +34.8% | +29.5% |
| 1Y | +33.6% | -5.9% | +39.5% | +34.9% |
| 3Y | +182.4% | +0.6% | +181.8% | +169.7% |
| 5Y | +262.8% | -9.5% | +272.2% | +243.5% |
| All | +262.8% | -10.6% | +273.3% | +243.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling