+1,063.5%
SCCO vs ALM
+2,589.2%
-1,525.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.1% |
| 7D | -2.7% | -11.8% | +9.2% | -1.8% |
| 30D | -0.7% | +7.8% | -8.5% | -1.2% |
| 3M | +8.1% | -9.3% | +17.3% | +8.5% |
| 6M | +4.1% | -30.5% | +34.6% | +5.7% |
| YTD | +41.1% | +75.8% | -34.7% | +37.2% |
| 1Y | +95.6% | +241.2% | -145.6% | +84.6% |
| 3Y | +179.3% | +1,872.6% | -1,693.4% | +144.8% |
| 5Y | +308.3% | +849.6% | -541.3% | +262.1% |
| All | +1,063.5% | +2,589.2% | -1,525.7% | +1,020.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling