+222.9%
EWY vs SCCO
+177.0%
+45.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -2.7% | +2.6% | +1.1% |
| 30D | +7.3% | -0.7% | +8.0% | +7.2% |
| 3M | -5.1% | +8.1% | -13.2% | -8.8% |
| 6M | +42.1% | +4.1% | +37.9% | +39.0% |
| YTD | +94.1% | +41.1% | +53.0% | +70.6% |
| 1Y | +147.8% | +95.6% | +52.3% | +94.9% |
| 3Y | +222.9% | +179.3% | +43.7% | +118.0% |
| All | +222.9% | +177.0% | +45.9% | +118.0% |
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 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