+45.0%
SCCO vs ALM
+44.8%
+0.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.6% |
| 7D | -7.9% | -6.4% | -1.5% | -5.9% |
| 30D | -13.0% | -35.0% | +22.0% | -1.1% |
| 3M | -6.9% | -33.8% | +26.9% | +4.5% |
| 6M | +11.0% | -55.0% | +66.0% | +37.0% |
| YTD | +30.3% | -0.2% | +30.5% | +38.5% |
| 1Y | +45.0% | +41.8% | +3.2% | +45.9% |
| All | +45.0% | +44.8% | +0.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling