+67.0%
EWZ vs SCCO
+681.3%
-614.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.5% |
| 30D | -25.5% | -16.5% | -9.0% | -19.8% |
| 3M | -4.5% | -10.4% | +5.8% | -1.1% |
| 6M | -15.3% | -2.8% | -12.5% | -16.9% |
| YTD | +3.1% | +27.2% | -24.1% | -13.1% |
| 1Y | +1.2% | +33.6% | -32.4% | -16.9% |
| 3Y | +19.3% | +182.4% | -163.1% | -38.2% |
| 5Y | +52.3% | +262.8% | -210.5% | -35.3% |
| 10Y | +67.0% | +724.4% | -657.4% | -60.3% |
| All | +67.0% | +681.3% | -614.3% | -60.3% |
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