+6,438.2%
EW vs SCCO
+32,786.4%
-26,348.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -5.3% | +4.9% | +0.5% |
| 30D | +1.0% | +2.7% | -1.6% | +0.4% |
| 3M | +2.8% | +4.2% | -1.4% | +1.4% |
| 6M | +5.5% | -0.6% | +6.1% | +4.4% |
| YTD | +5.5% | +45.0% | -39.5% | -2.7% |
| 1Y | +11.0% | +109.3% | -98.3% | -4.2% |
| 3Y | +17.7% | +180.8% | -163.1% | -5.7% |
| 5Y | -25.7% | +314.3% | -340.0% | -45.4% |
| 10Y | +132.8% | +1,083.3% | -950.5% | +39.2% |
| All | +6,438.2% | +32,786.4% | -26,348.2% | +2,145.5% |
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