+970.4%
SCCO vs ALLE
+339.1%
+631.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +3.9% |
| 7D | -0.9% | -0.6% | -0.2% | -0.5% |
| 30D | -15.0% | +26.6% | -41.6% | -25.1% |
| 3M | -9.1% | +13.2% | -22.3% | -15.3% |
| 6M | -0.9% | +42.9% | -43.7% | -18.8% |
| YTD | +29.7% | +21.0% | +8.6% | +15.4% |
| 1Y | +38.2% | +15.2% | +23.0% | +26.2% |
| 3Y | +191.5% | +95.6% | +95.9% | +98.9% |
| 5Y | +281.7% | +53.4% | +228.3% | +188.4% |
| 10Y | +830.3% | +221.5% | +608.8% | +378.5% |
| All | +970.4% | +339.1% | +631.3% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling