+4,897.1%
EAT vs SCCO
+35,670.2%
-30,773.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.9% | -8.3% | -4.7% |
| 7D | -4.9% | +3.4% | -8.4% | -5.9% |
| 30D | -1.2% | +6.6% | -7.8% | -3.1% |
| 3M | +52.2% | +24.5% | +27.8% | +42.0% |
| 6M | +65.0% | +16.5% | +48.5% | +55.0% |
| YTD | +55.0% | +52.1% | +2.9% | +33.7% |
| 1Y | +42.1% | +114.2% | -72.1% | +10.1% |
| 3Y | +614.7% | +207.4% | +407.3% | +385.4% |
| 5Y | +322.7% | +353.7% | -31.0% | +149.5% |
| 10Y | +382.0% | +1,144.5% | -762.5% | +119.1% |
| All | +4,897.1% | +35,670.2% | -30,773.1% | +1,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling