+142.5%
ETSY vs SCCO
+908.2%
-765.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -4.9% | -2.7% | -2.2% | -4.3% |
| 30D | -8.6% | -0.7% | -7.9% | -9.1% |
| 3M | +4.8% | +8.1% | -3.3% | +0.4% |
| 6M | +38.1% | +4.1% | +34.0% | +31.9% |
| YTD | +31.2% | +41.1% | -9.9% | +9.2% |
| 1Y | +22.1% | +95.6% | -73.5% | -11.1% |
| 3Y | +12.2% | +179.3% | -167.0% | -32.5% |
| 5Y | -66.5% | +308.3% | -374.8% | -83.3% |
| 10Y | +433.4% | +1,090.2% | -656.8% | +56.8% |
| All | +142.5% | +908.2% | -765.6% | -37.2% |
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