-27.9%
ELF vs SCCO
+113.5%
-141.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -6.8% | +2.4% | -9.2% | -7.2% |
| 30D | +5.1% | +6.4% | -1.3% | +3.8% |
| 3M | +79.8% | +21.6% | +58.2% | +73.7% |
| 6M | +29.7% | +13.4% | +16.3% | +25.7% |
| YTD | +31.6% | +52.6% | -21.0% | +14.0% |
| 1Y | -27.9% | +122.4% | -150.3% | -34.5% |
| All | -27.9% | +113.5% | -141.4% | -34.5% |
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 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