-30.4%
ELAN vs SCCO
+303.5%
-333.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -5.4% | -2.7% | -2.8% | -4.7% |
| 30D | +4.7% | -0.7% | +5.4% | +4.5% |
| 3M | -3.7% | +8.1% | -11.7% | -7.2% |
| 6M | -1.2% | +4.1% | -5.3% | -4.1% |
| YTD | +2.4% | +41.1% | -38.7% | -11.5% |
| 1Y | +23.4% | +95.6% | -72.2% | -5.7% |
| 3Y | +96.7% | +179.3% | -82.6% | +25.6% |
| All | -30.4% | +303.5% | -333.9% | -61.3% |
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