-2.4%
ELV vs SCCO
+177.0%
-179.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.5% | +13.0% | +5.7% |
| 7D | +2.8% | -2.7% | +5.4% | +2.8% |
| 30D | +4.9% | -0.7% | +5.6% | +4.8% |
| 3M | +4.9% | +8.1% | -3.2% | +4.4% |
| 6M | +45.1% | +4.1% | +41.0% | +44.1% |
| YTD | +20.7% | +41.1% | -20.5% | +17.5% |
| 1Y | +35.0% | +95.6% | -60.5% | +29.5% |
| 3Y | -2.4% | +179.3% | -181.7% | -7.7% |
| All | -2.4% | +177.0% | -179.5% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling