+27,005.4%
SCCO vs ES
+689.9%
+26,315.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +1.7% | -1.1% | +2.8% | +2.1% |
| 30D | -18.1% | +8.2% | -26.3% | -20.7% |
| 3M | -12.8% | +0.6% | -13.4% | -13.5% |
| 6M | -8.5% | +6.0% | -14.4% | -11.2% |
| YTD | +23.9% | +9.3% | +14.6% | +18.7% |
| 1Y | +30.0% | +1.1% | +28.9% | +27.5% |
| 3Y | +175.2% | +51.9% | +123.3% | +126.1% |
| 5Y | +249.4% | +6.5% | +242.9% | +224.1% |
| 10Y | +703.4% | +94.8% | +608.6% | +445.7% |
| All | +27,005.4% | +689.9% | +26,315.5% | +9,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling