+676.1%
SCCO vs ALM
+2,100.8%
-1,424.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.2% | -3.1% |
| 7D | -1.9% | +1.2% | -3.1% | -2.0% |
| 30D | -17.4% | -19.3% | +1.9% | -16.1% |
| 3M | -11.7% | -40.6% | +29.0% | -8.1% |
| 6M | -12.1% | -57.9% | +45.8% | -6.7% |
| YTD | +20.9% | -6.7% | +27.6% | +23.0% |
| 1Y | +31.3% | +20.2% | +11.2% | +31.9% |
| 3Y | +170.3% | +879.4% | -709.1% | +146.5% |
| 5Y | +240.8% | +415.3% | -174.5% | +213.2% |
| All | +676.1% | +2,100.8% | -1,424.7% | +650.8% |
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