+79.8%
ESI vs SCCO
+178.0%
-98.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.2% | +2.7% | -1.5% |
| 7D | -2.3% | -2.7% | +0.4% | -1.3% |
| 30D | -9.0% | -0.2% | -8.9% | -9.5% |
| 3M | -13.3% | +17.8% | -31.0% | -19.8% |
| 6M | +5.3% | +2.3% | +3.0% | +2.3% |
| YTD | +37.6% | +41.6% | -4.0% | +13.9% |
| 1Y | +33.6% | +101.9% | -68.3% | -5.7% |
| All | +79.8% | +178.0% | -98.2% | +3.5% |
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 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