+261.4%
ELF vs SCCO
+1,038.4%
-777.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -2.4% |
| 7D | -10.8% | -2.7% | -8.1% | -10.3% |
| 30D | +0.8% | -0.2% | +1.0% | +0.6% |
| 3M | +64.8% | +17.8% | +47.0% | +56.6% |
| 6M | +19.0% | +2.3% | +16.7% | +16.4% |
| YTD | +25.9% | +41.6% | -15.7% | +10.2% |
| 1Y | -28.8% | +101.9% | -130.7% | -44.1% |
| 3Y | -29.6% | +186.2% | -215.8% | -51.6% |
| 5Y | +216.2% | +309.7% | -93.4% | +86.7% |
| All | +261.4% | +1,038.4% | -777.0% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling