+146.4%
ED vs SCCO
+682.0%
-535.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.4% |
| 7D | +2.1% | -1.9% | +4.0% | +2.1% |
| 30D | +10.4% | -17.4% | +27.8% | +10.8% |
| 3M | +12.5% | -11.7% | +24.2% | +12.7% |
| 6M | +14.9% | -12.1% | +27.0% | +15.0% |
| YTD | +24.8% | +20.9% | +4.0% | +22.9% |
| 1Y | +23.8% | +31.3% | -7.5% | +21.5% |
| 3Y | +51.6% | +170.3% | -118.7% | +40.6% |
| 5Y | +86.4% | +240.8% | -154.4% | +68.3% |
| All | +146.4% | +682.0% | -535.6% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling