+177.1%
SCCO vs ALM
+836.8%
-659.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +3.9% | -1.4% |
| 7D | +1.7% | -4.0% | +5.7% | +2.4% |
| 30D | -18.1% | -30.5% | +12.4% | -13.1% |
| 3M | -12.8% | -46.9% | +34.1% | -3.6% |
| 6M | -8.5% | -65.5% | +57.0% | +6.6% |
| YTD | +23.9% | -13.4% | +37.3% | +31.1% |
| 1Y | +30.0% | +9.8% | +20.2% | +34.6% |
| All | +177.1% | +836.8% | -659.7% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling