+1,535.3%
EL vs SCCO
+35,790.2%
-34,254.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | +13.7% | +6.4% | +7.3% | +12.0% |
| 3M | +14.5% | +21.6% | -7.1% | +9.0% |
| 6M | +7.4% | +13.4% | -6.0% | +3.1% |
| YTD | -4.7% | +52.6% | -57.3% | -15.3% |
| 1Y | +12.9% | +122.4% | -109.4% | -8.4% |
| 3Y | -32.2% | +208.5% | -240.7% | -49.5% |
| 5Y | -68.4% | +353.9% | -422.3% | -78.5% |
| 10Y | +28.3% | +1,187.3% | -1,159.0% | -31.4% |
| All | +1,535.3% | +35,790.2% | -34,254.9% | +469.8% |
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