+50.4%
EWZ vs SCCO
+210.1%
-159.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.6% |
| 7D | +5.6% | +3.4% | +2.1% | +4.6% |
| 30D | +9.3% | +6.6% | +2.6% | +7.1% |
| 3M | +15.7% | +24.5% | -8.8% | +8.0% |
| 6M | +7.4% | +16.5% | -9.1% | +1.2% |
| YTD | +22.7% | +52.1% | -29.4% | +6.7% |
| 1Y | +36.4% | +114.2% | -77.8% | +7.1% |
| 3Y | +50.4% | +207.4% | -157.0% | +1.1% |
| All | +50.4% | +210.1% | -159.7% | +1.1% |
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