+56.0%
EWZ vs SCCO
+271.3%
-215.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | -26.2% | -17.8% | -8.4% | -21.7% |
| 3M | -8.6% | -12.5% | +3.9% | -5.5% |
| 6M | -17.0% | -4.1% | -13.0% | -17.6% |
| YTD | +2.2% | +25.5% | -23.3% | -8.8% |
| 1Y | +2.7% | +31.0% | -28.3% | -9.8% |
| 3Y | +18.2% | +178.7% | -160.5% | -25.7% |
| 5Y | +56.0% | +279.7% | -223.7% | -16.2% |
| All | +56.0% | +271.3% | -215.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling