+313.8%
ELF vs SCCO
+1,065.5%
-751.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | -5.3% | +10.6% | +6.9% |
| 30D | +27.0% | +2.7% | +24.3% | +25.9% |
| 3M | +113.2% | +4.2% | +109.0% | +109.3% |
| 6M | +36.6% | -0.6% | +37.2% | +34.5% |
| YTD | +44.2% | +45.0% | -0.7% | +25.6% |
| 1Y | -18.0% | +109.3% | -127.3% | -36.3% |
| 3Y | -19.9% | +180.8% | -200.7% | -44.6% |
| 5Y | +257.7% | +314.3% | -56.6% | +111.0% |
| All | +313.8% | +1,065.5% | -751.6% | +64.1% |
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 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