+15.0%
EEM vs SCCO
+43.0%
-28.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.2% |
| 7D | -3.0% | -7.9% | +4.9% | -0.3% |
| 30D | -10.3% | -13.0% | +2.7% | -6.2% |
| 3M | -6.6% | -6.9% | +0.2% | -5.0% |
| 6M | -3.4% | +11.0% | -14.3% | -7.4% |
| YTD | +13.2% | +30.3% | -17.1% | +3.4% |
| 1Y | +15.0% | +45.0% | -30.0% | +1.9% |
| All | +15.0% | +43.0% | -28.0% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling