+1,750.2%
EL vs SCCO
+28,322.8%
-26,572.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | +10.0% | -17.4% | +27.4% | +14.6% |
| 3M | +28.4% | -11.7% | +40.1% | +31.6% |
| 6M | +37.1% | -12.1% | +49.2% | +39.4% |
| YTD | +7.8% | +20.9% | -13.0% | +0.7% |
| 1Y | +26.0% | +31.3% | -5.3% | +15.3% |
| 3Y | +3.8% | +170.3% | -166.5% | -20.3% |
| 5Y | -65.2% | +240.8% | -306.0% | -74.8% |
| 10Y | +62.1% | +683.6% | -621.5% | -4.0% |
| All | +1,750.2% | +28,322.8% | -26,572.6% | +577.5% |
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