-60.4%
EOSE vs SCCO
+399.1%
-459.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.4% | +1.5% |
| 7D | +14.0% | -2.7% | +16.7% | +16.4% |
| 30D | -5.9% | -0.2% | -5.7% | -5.4% |
| 3M | -34.3% | +17.8% | -52.0% | -41.3% |
| 6M | -37.8% | +2.3% | -40.0% | -38.0% |
| YTD | -65.2% | +41.6% | -106.8% | -72.9% |
| 1Y | -41.9% | +101.9% | -143.8% | -64.2% |
| 3Y | +44.6% | +186.2% | -141.6% | -31.2% |
| 5Y | -69.2% | +309.7% | -378.9% | -89.1% |
| All | -60.4% | +399.1% | -459.5% | -85.3% |
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