+695.6%
SCCO vs ALLE
+208.6%
+487.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | -18.1% | +24.1% | -42.2% | -27.1% |
| 3M | -12.8% | +14.8% | -27.7% | -19.3% |
| 6M | -8.5% | +45.9% | -54.3% | -26.0% |
| YTD | +23.9% | +20.7% | +3.2% | +10.3% |
| 1Y | +30.0% | +14.2% | +15.8% | +19.2% |
| 3Y | +175.2% | +90.7% | +84.5% | +88.9% |
| 5Y | +249.4% | +50.6% | +198.8% | +165.7% |
| All | +695.6% | +208.6% | +487.0% | +357.4% |
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