+64.2%
EWZ vs SCCO
+701.7%
-637.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | +0.1% | +1.7% | -1.6% | -0.7% |
| 30D | -25.9% | -18.1% | -7.8% | -19.5% |
| 3M | -6.1% | -12.8% | +6.7% | -1.6% |
| 6M | -16.1% | -8.5% | -7.6% | -15.4% |
| YTD | +1.0% | +23.9% | -22.9% | -13.9% |
| 1Y | 0.0% | +30.0% | -30.0% | -16.9% |
| 3Y | +16.8% | +175.2% | -158.4% | -38.7% |
| 5Y | +52.1% | +249.4% | -197.3% | -34.2% |
| All | +64.2% | +701.7% | -637.4% | -60.4% |
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