+273.0%
EMR vs SCCO
+1,104.1%
-831.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -0.4% | -2.7% | +2.2% | +0.5% |
| 30D | -6.8% | -0.7% | -6.1% | -7.1% |
| 3M | +7.5% | +8.1% | -0.6% | +2.6% |
| 6M | +9.9% | +4.1% | +5.7% | +5.5% |
| YTD | +16.0% | +41.1% | -25.2% | -4.1% |
| 1Y | +12.4% | +95.6% | -83.1% | -20.1% |
| 3Y | +60.2% | +179.3% | -119.0% | -8.1% |
| 5Y | +67.9% | +308.3% | -240.4% | -24.6% |
| All | +273.0% | +1,104.1% | -831.1% | -8.4% |
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