+31,611.1%
SCCO vs ES
+679.6%
+30,931.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | +2.7% | -2.0% | +4.6% | +3.2% |
| 3M | +4.2% | +1.7% | +2.5% | +3.0% |
| 6M | -0.6% | -3.5% | +2.9% | +0.1% |
| YTD | +45.0% | +7.9% | +37.1% | +39.9% |
| 1Y | +109.3% | +17.2% | +92.1% | +94.3% |
| 3Y | +180.8% | +29.3% | +151.5% | +145.7% |
| 5Y | +314.3% | -5.7% | +320.0% | +303.2% |
| 10Y | +1,083.3% | +85.2% | +998.1% | +722.4% |
| All | +31,611.1% | +679.6% | +30,931.5% | +10,683.3% |
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