-8.2%
EW vs SCCO
+243.3%
-251.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.6% |
| 7D | +4.9% | -1.9% | +6.8% | +5.2% |
| 30D | +23.9% | -17.4% | +41.4% | +27.1% |
| 3M | +15.8% | -11.7% | +27.4% | +17.2% |
| 6M | +31.7% | -12.1% | +43.8% | +32.6% |
| YTD | +25.7% | +20.9% | +4.8% | +19.1% |
| 1Y | +24.4% | +31.3% | -6.9% | +16.2% |
| 3Y | +65.9% | +170.3% | -104.4% | +27.5% |
| All | -8.2% | +243.3% | -251.4% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling