+1,042.7%
SCCO vs ALLY
+124.8%
+917.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.3% | +3.7% | -8.9% | -6.6% |
| 30D | +2.7% | -2.3% | +4.9% | +3.5% |
| 3M | +4.2% | +3.8% | +0.4% | +2.6% |
| 6M | -0.6% | +9.7% | -10.3% | -4.4% |
| YTD | +45.0% | -1.4% | +46.4% | +44.7% |
| 1Y | +109.3% | +8.2% | +101.1% | +100.6% |
| 3Y | +180.8% | +66.5% | +114.3% | +120.9% |
| 5Y | +314.3% | +1.2% | +313.1% | +278.2% |
| 10Y | +1,083.3% | +191.4% | +891.9% | +525.3% |
| All | +1,042.7% | +124.8% | +917.8% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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