+253.5%
EME vs SCCO
+177.0%
+76.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.4% |
| 7D | +3.5% | -2.7% | +6.2% | +4.3% |
| 30D | -6.3% | -0.7% | -5.6% | -6.6% |
| 3M | -3.8% | +8.1% | -11.8% | -6.9% |
| 6M | +8.5% | +4.1% | +4.4% | +5.1% |
| YTD | +27.8% | +41.1% | -13.3% | +12.3% |
| 1Y | +22.2% | +95.6% | -73.3% | -2.1% |
| 3Y | +253.5% | +179.3% | +74.2% | +157.0% |
| All | +253.5% | +177.0% | +76.4% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling