+353.9%
SCCO vs ALM
+958.0%
-604.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +0.9% |
| 7D | +2.4% | +3.6% | -1.2% | +1.9% |
| 30D | +6.4% | +33.8% | -27.4% | +2.4% |
| 3M | +21.6% | +14.8% | +6.8% | +18.7% |
| 6M | +13.4% | -7.0% | +20.4% | +12.7% |
| YTD | +52.6% | +108.1% | -55.4% | +41.6% |
| 1Y | +122.4% | +313.8% | -191.4% | +94.9% |
| 3Y | +208.5% | +2,227.6% | -2,019.2% | +129.8% |
| 5Y | +353.9% | +956.6% | -602.7% | +243.7% |
| All | +353.9% | +958.0% | -604.1% | +243.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling