+2,449.1%
ETR vs SCCO
+35,790.2%
-33,341.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +0.4% | +2.4% | -2.1% | 0.0% |
| 30D | +2.0% | +6.4% | -4.4% | +1.0% |
| 3M | -1.7% | +21.6% | -23.3% | -4.8% |
| 6M | +3.6% | +13.4% | -9.8% | +0.7% |
| YTD | +18.0% | +52.6% | -34.6% | +9.4% |
| 1Y | +26.2% | +122.4% | -96.1% | +10.6% |
| 3Y | +148.0% | +208.5% | -60.5% | +103.0% |
| 5Y | +126.1% | +353.9% | -227.9% | +71.6% |
| 10Y | +302.3% | +1,187.3% | -885.0% | +151.4% |
| All | +2,449.1% | +35,790.2% | -33,341.1% | +1,149.2% |
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