-25.6%
EFX vs SCCO
+105.9%
-131.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.4% |
| 7D | -8.6% | -5.3% | -3.4% | -8.9% |
| 30D | +0.1% | +0.9% | -0.8% | +0.2% |
| 3M | +3.8% | +2.4% | +1.4% | +4.7% |
| 6M | -13.5% | -2.4% | -11.2% | -13.9% |
| YTD | -17.7% | +42.4% | -60.1% | -17.8% |
| 1Y | -25.6% | +105.6% | -131.2% | -26.0% |
| All | -25.6% | +105.9% | -131.5% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling