+152.2%
EWJ vs SCCO
+32,040.5%
-31,888.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.0% | +2.4% | -1.4% | +0.3% |
| 30D | +1.0% | +6.4% | -5.4% | -0.8% |
| 3M | +7.2% | +21.6% | -14.3% | +1.7% |
| 6M | +13.9% | +13.4% | +0.5% | +9.2% |
| YTD | +20.8% | +52.6% | -31.8% | +6.9% |
| 1Y | +26.4% | +122.4% | -96.0% | +1.5% |
| 3Y | +71.8% | +208.5% | -136.7% | +24.4% |
| 5Y | +49.9% | +353.9% | -304.0% | -3.7% |
| 10Y | +140.0% | +1,187.3% | -1,047.3% | +13.2% |
| All | +152.2% | +32,040.5% | -31,888.3% | -47.2% |
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