+6,855.4%
SCCO vs EFV
+253.2%
+6,602.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.5% |
| 7D | +2.4% | -0.5% | +3.0% | +3.0% |
| 30D | +6.4% | 0.0% | +6.4% | +6.4% |
| 3M | +21.6% | +8.4% | +13.1% | +10.0% |
| 6M | +13.4% | +12.3% | +1.1% | -0.7% |
| YTD | +52.6% | +17.4% | +35.2% | +27.0% |
| 1Y | +122.4% | +27.1% | +95.2% | +67.6% |
| 3Y | +208.5% | +90.7% | +117.7% | +40.5% |
| 5Y | +353.9% | +95.6% | +258.3% | +102.7% |
| 10Y | +1,187.3% | +165.3% | +1,022.0% | +294.1% |
| All | +6,855.4% | +253.2% | +6,602.3% | +1,373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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