+851.2%
EEM vs SCCO
+27,679.3%
-26,828.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +2.0% | +2.4% | -0.5% | +0.8% |
| 30D | +5.1% | +6.4% | -1.3% | +1.8% |
| 3M | +4.6% | +21.6% | -17.0% | -5.0% |
| 6M | +17.8% | +13.4% | +4.4% | +9.2% |
| YTD | +25.8% | +52.6% | -26.8% | +0.7% |
| 1Y | +36.4% | +122.4% | -86.0% | -8.6% |
| 3Y | +90.0% | +208.5% | -118.5% | +4.2% |
| 5Y | +46.6% | +353.9% | -307.3% | -36.0% |
| 10Y | +132.3% | +1,187.3% | -1,055.0% | -44.2% |
| All | +851.2% | +27,679.3% | -26,828.1% | -18.9% |
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 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