+184.4%
SCCO vs ES
+50.8%
+133.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -16.5% | +6.7% | -23.2% | -17.5% |
| 3M | -10.4% | +0.3% | -10.7% | -10.5% |
| 6M | -2.8% | +7.4% | -10.2% | -4.7% |
| YTD | +27.2% | +8.4% | +18.8% | +24.5% |
| 1Y | +33.6% | +0.6% | +33.0% | +32.2% |
| All | +184.4% | +50.8% | +133.6% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling