+78.2%
ECL vs SCCO
+169.0%
-90.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.8% |
| 7D | +2.9% | -1.9% | +4.8% | +3.0% |
| 30D | +7.5% | -17.4% | +24.9% | +9.1% |
| 3M | +12.2% | -11.7% | +23.9% | +13.1% |
| 6M | +24.6% | -12.1% | +36.7% | +25.1% |
| YTD | +18.8% | +20.9% | -2.1% | +15.7% |
| 1Y | +19.3% | +31.3% | -12.0% | +15.5% |
| 3Y | +78.2% | +170.3% | -92.1% | +61.9% |
| All | +78.2% | +169.0% | -90.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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