+1,589.5%
EMR vs SCCO
+35,670.2%
-34,080.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -2.0% |
| 7D | +3.1% | +3.4% | -0.4% | +1.9% |
| 30D | -3.5% | +6.6% | -10.2% | -5.9% |
| 3M | +9.8% | +24.5% | -14.7% | +1.4% |
| 6M | +10.8% | +16.5% | -5.7% | +4.0% |
| YTD | +15.9% | +52.1% | -36.2% | -1.3% |
| 1Y | +16.4% | +114.2% | -97.7% | -11.7% |
| 3Y | +62.1% | +207.4% | -145.3% | +6.4% |
| 5Y | +62.9% | +353.7% | -290.8% | -8.5% |
| 10Y | +267.8% | +1,144.5% | -876.8% | +48.0% |
| All | +1,589.5% | +35,670.2% | -34,080.7% | +231.6% |
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