+2,353.8%
ELV vs SCCO
+48,553.9%
-46,200.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -2.2% | +2.4% | -4.7% | -2.7% |
| 30D | -0.2% | +6.4% | -6.6% | -1.6% |
| 3M | -6.1% | +21.6% | -27.7% | -10.0% |
| 6M | +42.8% | +13.4% | +29.4% | +37.5% |
| YTD | +14.4% | +52.6% | -38.2% | +3.1% |
| 1Y | +28.6% | +122.4% | -93.8% | +7.4% |
| 3Y | -7.4% | +208.5% | -215.9% | -29.7% |
| 5Y | +14.5% | +353.9% | -339.4% | -21.9% |
| 10Y | +257.4% | +1,187.3% | -929.8% | +89.4% |
| All | +2,353.8% | +48,553.9% | -46,200.0% | +597.6% |
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