+347.2%
ELF vs SCCO
+908.9%
-561.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.2% |
| 7D | +6.3% | -1.8% | +8.1% | +6.8% |
| 30D | +8.5% | -17.8% | +26.3% | +14.1% |
| 3M | +24.4% | -12.5% | +36.9% | +28.3% |
| 6M | +94.7% | -4.1% | +98.8% | +94.0% |
| YTD | +55.9% | +25.5% | +30.4% | +40.4% |
| 1Y | +48.4% | +31.0% | +17.5% | +32.1% |
| 3Y | +24.6% | +178.7% | -154.1% | -14.3% |
| 5Y | +285.0% | +279.7% | +5.4% | +131.5% |
| 10Y | +357.2% | +691.4% | -334.2% | +109.2% |
| All | +347.2% | +908.9% | -561.7% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling