+353.7%
SCCO vs ES
-2.9%
+356.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | +6.6% | -1.2% | +7.8% | +6.8% |
| 3M | +24.5% | +5.0% | +19.5% | +22.6% |
| 6M | +16.5% | -2.8% | +19.3% | +16.9% |
| YTD | +52.1% | +8.6% | +43.5% | +48.4% |
| 1Y | +114.2% | +18.9% | +95.2% | +102.4% |
| 3Y | +207.4% | +32.1% | +175.3% | +175.3% |
| 5Y | +353.7% | -5.1% | +358.8% | +332.6% |
| All | +353.7% | -2.9% | +356.6% | +332.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling