+201.0%
SCCO vs ESTC
+13.3%
+187.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.7% | +8.6% | +5.2% |
| 7D | +3.4% | -4.3% | +7.7% | +3.7% |
| 30D | +6.6% | +17.7% | -11.1% | +4.6% |
| 3M | +24.5% | +42.3% | -17.8% | +19.7% |
| 6M | +16.5% | +64.6% | -48.1% | +10.0% |
| YTD | +52.1% | +17.2% | +34.9% | +49.1% |
| 1Y | +114.2% | -4.2% | +118.4% | +115.7% |
| All | +201.0% | +13.3% | +187.7% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling