+197.5%
EWT vs SCCO
+177.0%
+20.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | -1.1% | -2.7% | +1.5% | -0.4% |
| 30D | +4.5% | -0.7% | +5.2% | +4.2% |
| 3M | +8.3% | +8.1% | +0.2% | +4.7% |
| 6M | +54.2% | +4.1% | +50.1% | +49.8% |
| YTD | +74.6% | +41.1% | +33.5% | +51.9% |
| 1Y | +84.9% | +95.6% | -10.7% | +43.9% |
| 3Y | +197.5% | +179.3% | +18.3% | +102.3% |
| All | +197.5% | +177.0% | +20.5% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling