+19.3%
ETN vs SCCO
+105.9%
-86.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +2.0% | -5.3% | +7.3% | +3.9% |
| 30D | -7.9% | +0.9% | -8.8% | -8.6% |
| 3M | -1.6% | +2.4% | -4.0% | -3.5% |
| 6M | +16.9% | -2.4% | +19.2% | +15.0% |
| YTD | +30.1% | +42.4% | -12.4% | +7.6% |
| 1Y | +19.3% | +105.6% | -86.3% | -13.1% |
| All | +19.3% | +105.9% | -86.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling