+5,338.6%
ECL vs SCCO
+33,989.4%
-28,650.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.6% | -5.3% | +2.7% | -1.5% |
| 30D | -2.2% | +2.7% | -4.8% | -3.0% |
| 3M | +10.1% | +4.2% | +5.9% | +8.1% |
| 6M | -5.7% | -0.6% | -5.1% | -7.0% |
| YTD | +7.0% | +45.0% | -38.0% | -4.0% |
| 1Y | +2.7% | +109.3% | -106.6% | -15.8% |
| 3Y | +57.7% | +180.8% | -123.1% | +16.9% |
| 5Y | +31.1% | +314.3% | -283.1% | -13.5% |
| 10Y | +150.9% | +1,083.3% | -932.4% | +25.6% |
| All | +5,338.6% | +33,989.4% | -28,650.8% | +1,421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling