+29.6%
EMB vs SCCO
+1,104.1%
-1,074.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | -1.3% | -0.7% | -0.5% | -1.3% |
| 3M | -1.8% | +8.1% | -9.9% | -2.8% |
| 6M | +0.2% | +4.1% | -3.9% | -0.9% |
| YTD | +0.4% | +41.1% | -40.8% | -4.1% |
| 1Y | +2.8% | +95.6% | -92.7% | -5.2% |
| 3Y | +29.1% | +179.3% | -150.1% | +12.8% |
| 5Y | +6.3% | +308.3% | -302.0% | -12.4% |
| All | +29.6% | +1,104.1% | -1,074.5% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling