+170.3%
SCCO vs ESTC
+14.8%
+155.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.4% |
| 7D | -1.9% | +2.4% | -4.3% | -2.1% |
| 30D | -17.4% | -4.2% | -13.2% | -17.1% |
| 3M | -11.7% | +2.5% | -14.1% | -12.0% |
| 6M | -12.1% | +81.5% | -93.6% | -17.8% |
| YTD | +20.9% | +16.8% | +4.0% | +18.6% |
| 1Y | +31.3% | -3.5% | +34.8% | +32.5% |
| 3Y | +170.3% | +17.7% | +152.6% | +147.4% |
| All | +170.3% | +14.8% | +155.5% | +147.4% |
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