+353.9%
SCCO vs ESTC
-46.4%
+400.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +2.4% | -3.3% | +5.8% | +2.8% |
| 30D | +6.4% | +13.4% | -7.0% | +4.0% |
| 3M | +21.6% | +41.3% | -19.8% | +15.1% |
| 6M | +13.4% | +62.6% | -49.2% | +4.8% |
| YTD | +52.6% | +14.8% | +37.9% | +47.3% |
| 1Y | +122.4% | -5.1% | +127.4% | +120.2% |
| 3Y | +208.5% | +11.2% | +197.3% | +183.8% |
| 5Y | +353.9% | -47.0% | +400.9% | +344.1% |
| All | +353.9% | -46.4% | +400.3% | +344.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling