+246.8%
ET vs SCCO
+313.8%
-66.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.5% | +1.4% |
| 7D | +1.4% | -2.7% | +4.1% | +1.7% |
| 30D | +4.6% | -0.2% | +4.7% | +4.3% |
| 3M | +16.0% | +17.8% | -1.7% | +11.7% |
| 6M | +22.8% | +2.3% | +20.6% | +20.6% |
| YTD | +38.9% | +41.6% | -2.8% | +24.8% |
| 1Y | +34.1% | +101.9% | -67.8% | +9.6% |
| 3Y | +98.8% | +186.2% | -87.4% | +41.7% |
| 5Y | +246.8% | +309.7% | -62.8% | +111.7% |
| All | +246.8% | +313.8% | -66.9% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling