+387.6%
EFA vs SCCO
+36,608.2%
-36,220.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | -1.3% | +6.4% | -7.8% | -3.6% |
| 3M | +5.2% | +21.6% | -16.4% | -2.0% |
| 6M | +9.4% | +13.4% | -4.1% | +3.1% |
| YTD | +12.7% | +52.6% | -39.9% | -4.5% |
| 1Y | +19.3% | +122.4% | -103.1% | -11.1% |
| 3Y | +66.3% | +208.5% | -142.1% | +7.4% |
| 5Y | +53.4% | +353.9% | -300.6% | -15.7% |
| 10Y | +144.4% | +1,187.3% | -1,042.8% | -11.5% |
| All | +387.6% | +36,608.2% | -36,220.6% | -29.3% |
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