+353.7%
SCCO vs ALK
-28.9%
+382.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +6.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +6.6% | -18.5% | +25.1% | +13.7% |
| 3M | +24.5% | -3.6% | +28.0% | +24.8% |
| 6M | +16.5% | -3.7% | +20.2% | +16.1% |
| YTD | +52.1% | -19.0% | +71.1% | +59.4% |
| 1Y | +114.2% | -36.0% | +150.2% | +139.0% |
| 3Y | +207.4% | +2.3% | +205.1% | +182.1% |
| 5Y | +353.7% | -27.8% | +381.5% | +331.8% |
| All | +353.7% | -28.9% | +382.6% | +331.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling