-35.8%
EFX vs SCCO
+303.5%
-339.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -4.5% | -2.7% | -1.9% | -4.3% |
| 30D | -6.1% | -0.7% | -5.4% | -6.2% |
| 3M | +6.2% | +8.1% | -1.9% | +4.3% |
| 6M | -11.2% | +4.1% | -15.3% | -12.9% |
| YTD | -21.4% | +41.1% | -62.5% | -29.1% |
| 1Y | -34.3% | +95.6% | -129.9% | -45.7% |
| 3Y | -12.5% | +179.3% | -191.8% | -36.7% |
| All | -35.8% | +303.5% | -339.3% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling