+114.6%
ELF vs SCCO
-4.4%
+119.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.3% |
| 7D | +4.3% | -2.4% | +6.6% | +4.8% |
| 30D | +7.7% | -16.5% | +24.2% | +11.6% |
| 3M | +24.7% | -10.4% | +35.1% | +27.2% |
| 6M | +114.6% | -2.8% | +117.4% | +116.1% |
| All | +114.6% | -4.4% | +119.1% | +116.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling