+319.9%
EAT vs SCCO
+303.5%
+16.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -7.7% | -2.7% | -5.0% | -7.3% |
| 30D | -13.6% | -0.7% | -12.9% | -13.7% |
| 3M | +33.9% | +8.1% | +25.8% | +30.3% |
| 6M | +47.2% | +4.1% | +43.1% | +43.2% |
| YTD | +48.1% | +41.1% | +6.9% | +31.8% |
| 1Y | +33.7% | +95.6% | -61.9% | +7.8% |
| 3Y | +595.8% | +179.3% | +416.5% | +384.8% |
| All | +319.9% | +303.5% | +16.3% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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