+245.2%
ELF vs SCCO
+339.1%
-93.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.8% | -5.9% |
| 7D | -1.2% | +3.4% | -4.6% | -2.0% |
| 30D | +5.9% | +6.6% | -0.7% | +4.3% |
| 3M | +99.5% | +24.5% | +75.0% | +89.6% |
| 6M | +26.5% | +16.5% | +10.0% | +21.1% |
| YTD | +37.2% | +52.1% | -14.9% | +21.6% |
| 1Y | -24.4% | +114.2% | -138.6% | -38.4% |
| 3Y | -23.3% | +207.4% | -230.8% | -43.3% |
| 5Y | +245.2% | +353.7% | -108.6% | +134.2% |
| All | +245.2% | +339.1% | -93.9% | +134.2% |
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