+1,182.9%
SCCO vs ALLE
+153.0%
+1,030.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.3% |
| 7D | +3.4% | +2.8% | +0.7% | +1.9% |
| 30D | +6.6% | -7.6% | +14.2% | +11.0% |
| 3M | +24.5% | +22.8% | +1.7% | +10.4% |
| 6M | +16.5% | +4.6% | +11.9% | +12.7% |
| YTD | +52.1% | -1.2% | +53.3% | +51.1% |
| 1Y | +114.2% | -9.1% | +123.3% | +122.0% |
| 3Y | +207.4% | +50.0% | +157.4% | +139.9% |
| 5Y | +353.7% | +15.2% | +338.5% | +298.9% |
| All | +1,182.9% | +153.0% | +1,030.0% | +644.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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