+1,264.4%
ED vs SCCO
+33,989.4%
-32,724.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.2% | -5.3% | +5.1% | +0.2% |
| 30D | -0.1% | +2.7% | -2.8% | -0.4% |
| 3M | +3.9% | +4.2% | -0.3% | +3.2% |
| 6M | -3.0% | -0.6% | -2.4% | -3.6% |
| YTD | +10.7% | +45.0% | -34.3% | +6.5% |
| 1Y | +13.3% | +109.3% | -96.0% | +5.6% |
| 3Y | +34.5% | +180.8% | -146.3% | +20.6% |
| 5Y | +67.1% | +314.3% | -247.1% | +43.2% |
| 10Y | +103.0% | +1,083.3% | -980.3% | +53.5% |
| All | +1,264.4% | +33,989.4% | -32,724.9% | +744.0% |
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