+13.5%
EL vs SCCO
+101.5%
-88.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -6.5% | -2.7% | -3.8% | -6.0% |
| 30D | +11.1% | -0.7% | +11.9% | +11.2% |
| 3M | +10.7% | +8.1% | +2.6% | +9.0% |
| 6M | +6.9% | +4.1% | +2.8% | +5.0% |
| YTD | -6.3% | +41.1% | -47.4% | -15.0% |
| 1Y | +13.5% | +95.6% | -82.1% | +0.4% |
| All | +13.5% | +101.5% | -88.1% | +0.4% |
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