+178.7%
SCCO vs ALK
+23.9%
+154.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -1.8% | +12.9% | -14.7% | -5.7% |
| 30D | -17.8% | +5.5% | -23.3% | -19.5% |
| 3M | -12.5% | -12.1% | -0.4% | -9.2% |
| 6M | -4.1% | +1.7% | -5.8% | -6.2% |
| YTD | +25.5% | -17.4% | +42.9% | +29.7% |
| 1Y | +31.0% | -1.9% | +32.9% | +28.6% |
| 3Y | +178.7% | +21.2% | +157.5% | +137.0% |
| All | +178.7% | +23.9% | +154.8% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling