+587.3%
SCCO vs ESTC
+19.3%
+568.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.6% | -6.7% |
| 7D | -2.7% | -13.2% | +10.5% | -0.6% |
| 30D | -0.2% | +9.3% | -9.5% | -2.4% |
| 3M | +17.8% | +37.3% | -19.6% | +10.7% |
| 6M | +2.3% | +61.0% | -58.8% | -7.0% |
| YTD | +41.6% | +10.7% | +30.9% | +36.0% |
| 1Y | +101.9% | -7.2% | +109.1% | +98.9% |
| 3Y | +186.2% | +7.2% | +179.0% | +160.4% |
| 5Y | +309.7% | -47.7% | +357.4% | +303.3% |
| All | +587.3% | +19.3% | +568.1% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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