+92.6%
EWZ vs SCCO
+1,159.3%
-1,066.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.1% | +2.4% | -2.5% | -1.1% |
| 30D | +8.2% | +6.4% | +1.8% | +4.9% |
| 3M | +13.3% | +21.6% | -8.3% | +2.6% |
| 6M | +3.6% | +13.4% | -9.8% | -4.7% |
| YTD | +21.0% | +52.6% | -31.7% | -4.4% |
| 1Y | +34.7% | +122.4% | -87.7% | -11.7% |
| 3Y | +48.3% | +208.5% | -160.2% | -22.8% |
| 5Y | +60.1% | +353.9% | -293.8% | -36.3% |
| 10Y | +92.6% | +1,187.3% | -1,094.7% | -55.4% |
| All | +92.6% | +1,159.3% | -1,066.8% | -55.4% |
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