+977.0%
SCCO vs ALM
+7,705.7%
-6,728.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -5.3% | -2.6% | -2.7% | -5.3% |
| 30D | +2.7% | +32.0% | -29.3% | +2.5% |
| 3M | +4.2% | -15.0% | +19.2% | +4.2% |
| 6M | -0.6% | -10.1% | +9.5% | -0.6% |
| YTD | +45.0% | +99.4% | -54.5% | +44.7% |
| 1Y | +109.3% | +316.4% | -207.0% | +108.6% |
| 3Y | +180.8% | +2,022.0% | -1,841.2% | +179.3% |
| 5Y | +314.3% | +941.2% | -626.9% | +312.1% |
| 10Y | +1,083.3% | +2,950.3% | -1,867.0% | +1,079.3% |
| All | +977.0% | +7,705.7% | -6,728.7% | +974.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling