+1,067.4%
SCCO vs ES
+83.3%
+984.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.2% | -6.7% |
| 7D | -2.7% | -3.5% | +0.8% | -1.8% |
| 30D | -0.2% | -3.0% | +2.8% | +0.5% |
| 3M | +17.8% | -0.3% | +18.0% | +17.5% |
| 6M | +2.3% | -5.2% | +7.4% | +3.2% |
| YTD | +41.6% | +4.8% | +36.8% | +39.4% |
| 1Y | +101.9% | +12.7% | +89.2% | +94.0% |
| 3Y | +186.2% | +27.5% | +158.7% | +162.3% |
| 5Y | +309.7% | -4.7% | +314.4% | +300.5% |
| All | +1,067.4% | +83.3% | +984.1% | +1,066.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling