+432.5%
EWZ vs SCCO
+36,330.2%
-35,897.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | -5.3% | +11.8% | +9.3% |
| 30D | +4.8% | +2.7% | +2.2% | +2.9% |
| 3M | +9.9% | +4.2% | +5.7% | +5.5% |
| 6M | +1.9% | -0.6% | +2.6% | -1.3% |
| YTD | +20.3% | +45.0% | -24.7% | -5.7% |
| 1Y | +35.6% | +109.3% | -73.7% | -13.3% |
| 3Y | +43.4% | +180.8% | -137.3% | -26.6% |
| 5Y | +55.9% | +314.3% | -258.3% | -38.7% |
| 10Y | +84.2% | +1,083.3% | -999.2% | -61.4% |
| All | +432.5% | +36,330.2% | -35,897.7% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling