+297.3%
ESI vs SCCO
+1,104.1%
-806.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -4.6% | -2.7% | -2.0% | -3.5% |
| 30D | -10.5% | -0.7% | -9.8% | -10.8% |
| 3M | -19.8% | +8.1% | -27.9% | -23.4% |
| 6M | +5.8% | +4.1% | +1.7% | +2.0% |
| YTD | +38.3% | +41.1% | -2.8% | +13.4% |
| 1Y | +31.5% | +95.6% | -64.0% | -8.1% |
| 3Y | +80.7% | +179.3% | -98.6% | +2.0% |
| 5Y | +69.4% | +308.3% | -238.9% | -24.7% |
| All | +297.3% | +1,104.1% | -806.8% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling