+164.3%
EWY vs SCCO
+109.6%
+54.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.8% | -5.3% | +10.1% | +8.4% |
| 30D | +11.7% | +2.7% | +9.0% | +9.2% |
| 3M | -7.4% | +4.2% | -11.6% | -10.2% |
| 6M | +40.6% | -0.6% | +41.2% | +36.7% |
| YTD | +94.3% | +45.0% | +49.3% | +65.6% |
| 1Y | +164.3% | +109.3% | +55.0% | +119.0% |
| All | +164.3% | +109.6% | +54.7% | +119.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling