+1,459.4%
ET vs SCCO
+3,730.7%
-2,271.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.5% |
| 7D | +0.4% | +3.4% | -3.0% | -0.7% |
| 30D | +6.9% | +6.6% | +0.2% | +4.3% |
| 3M | +13.1% | +24.5% | -11.4% | +4.1% |
| 6M | +18.7% | +16.5% | +2.2% | +9.6% |
| YTD | +37.4% | +52.1% | -14.7% | +14.5% |
| 1Y | +34.8% | +114.2% | -79.4% | -0.5% |
| 3Y | +96.8% | +207.4% | -110.6% | +23.1% |
| 5Y | +238.2% | +353.7% | -115.5% | +78.5% |
| 10Y | +159.4% | +1,144.5% | -985.1% | -6.4% |
| All | +1,459.4% | +3,730.7% | -2,271.3% | +270.9% |
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