+131.4%
EMB vs SCCO
+1,274.2%
-1,142.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.5% |
| 7D | +0.3% | +3.4% | -3.2% | 0.0% |
| 30D | -0.5% | +6.6% | -7.1% | -1.0% |
| 3M | +0.3% | +24.5% | -24.2% | -1.5% |
| 6M | +1.2% | +16.5% | -15.3% | -0.4% |
| YTD | +1.5% | +52.1% | -50.7% | -2.3% |
| 1Y | +4.8% | +114.2% | -109.4% | -1.8% |
| 3Y | +30.4% | +207.4% | -177.1% | +17.9% |
| 5Y | +7.3% | +353.7% | -346.5% | -6.5% |
| 10Y | +29.7% | +1,144.5% | -1,114.8% | +4.4% |
| All | +131.4% | +1,274.2% | -1,142.8% | +75.5% |
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