+7,692.7%
EW vs SCCO
+27,319.8%
-19,627.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.7% |
| 7D | +4.9% | -1.9% | +6.8% | +5.2% |
| 30D | +23.9% | -17.4% | +41.4% | +27.6% |
| 3M | +15.8% | -11.7% | +27.4% | +17.5% |
| 6M | +31.7% | -12.1% | +43.8% | +32.8% |
| YTD | +25.7% | +20.9% | +4.8% | +19.0% |
| 1Y | +24.4% | +31.3% | -6.9% | +16.1% |
| 3Y | +65.9% | +170.3% | -104.4% | +33.1% |
| 5Y | -7.6% | +240.8% | -248.4% | -29.9% |
| 10Y | +253.2% | +683.6% | -430.4% | +124.8% |
| All | +7,692.7% | +27,319.8% | -19,627.1% | +2,646.3% |
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