+724.4%
SCCO vs ALK
-41.4%
+765.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -2.4% | +2.6% | -5.0% | -3.1% |
| 30D | -16.5% | +7.8% | -24.3% | -18.7% |
| 3M | -10.4% | -15.2% | +4.9% | -6.2% |
| 6M | -2.8% | +5.0% | -7.8% | -5.7% |
| YTD | +27.2% | -18.4% | +45.6% | +32.6% |
| 1Y | +33.6% | -2.4% | +36.0% | +31.7% |
| 3Y | +182.4% | +19.8% | +162.6% | +148.6% |
| 5Y | +262.8% | -27.8% | +290.5% | +261.9% |
| 10Y | +724.4% | -42.0% | +766.3% | +655.3% |
| All | +724.4% | -41.4% | +765.8% | +655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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