+31,611.1%
SCCO vs ALK
+1,024.8%
+30,586.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | +2.7% | -19.2% | +21.9% | +8.0% |
| 3M | +4.2% | -1.5% | +5.7% | +4.1% |
| 6M | -0.6% | -13.1% | +12.4% | +2.1% |
| YTD | +45.0% | -16.4% | +61.4% | +50.0% |
| 1Y | +109.3% | -33.1% | +142.4% | +127.2% |
| 3Y | +180.8% | +0.6% | +180.2% | +168.1% |
| 5Y | +314.3% | -26.4% | +340.7% | +317.0% |
| 10Y | +1,083.3% | -34.2% | +1,117.5% | +1,030.7% |
| All | +31,611.1% | +1,024.8% | +30,586.3% | +15,836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling