+2,072.1%
EFX vs SCCO
+35,790.2%
-33,718.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -9.4% | +2.4% | -11.8% | -9.9% |
| 30D | -6.9% | +6.4% | -13.3% | -8.4% |
| 3M | +0.1% | +21.6% | -21.4% | -4.9% |
| 6M | -17.3% | +13.4% | -30.7% | -21.0% |
| YTD | -21.8% | +52.6% | -74.5% | -31.1% |
| 1Y | -32.5% | +122.4% | -154.9% | -45.7% |
| 3Y | -12.3% | +208.5% | -220.8% | -35.9% |
| 5Y | -36.6% | +353.9% | -390.5% | -58.4% |
| 10Y | +41.0% | +1,187.3% | -1,146.2% | -29.9% |
| All | +2,072.1% | +35,790.2% | -33,718.2% | +456.1% |
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