+1,193.7%
EWY vs SCCO
+32,651.9%
-31,458.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.2% | +3.0% | -1.2% |
| 7D | +1.2% | -2.7% | +3.9% | +2.3% |
| 30D | +9.3% | -0.2% | +9.5% | +9.0% |
| 3M | +2.4% | +17.8% | -15.3% | -4.2% |
| 6M | +40.3% | +2.3% | +38.0% | +39.8% |
| YTD | +88.0% | +41.6% | +46.4% | +62.9% |
| 1Y | +143.8% | +101.9% | +41.9% | +81.6% |
| 3Y | +217.8% | +186.2% | +31.6% | +96.6% |
| 5Y | +142.7% | +309.7% | -166.9% | +24.5% |
| 10Y | +291.7% | +1,094.2% | -802.6% | +18.9% |
| All | +1,193.7% | +32,651.9% | -31,458.1% | +23.2% |
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