+303.5%
EWY vs SCCO
+1,104.1%
-800.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | +7.3% | -0.7% | +8.0% | +7.3% |
| 3M | -5.1% | +8.1% | -13.2% | -8.3% |
| 6M | +42.1% | +4.1% | +37.9% | +40.2% |
| YTD | +94.1% | +41.1% | +53.0% | +69.5% |
| 1Y | +147.8% | +95.6% | +52.3% | +90.0% |
| 3Y | +222.9% | +179.3% | +43.7% | +106.8% |
| 5Y | +150.6% | +308.3% | -157.7% | +32.6% |
| All | +303.5% | +1,104.1% | -800.6% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling