+352.2%
EWZ vs SCCO
+31,437.2%
-31,084.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | +0.2% |
| 7D | +1.3% | -1.8% | +3.1% | +2.1% |
| 30D | -26.2% | -17.8% | -8.4% | -19.1% |
| 3M | -8.6% | -12.5% | +3.9% | -3.8% |
| 6M | -17.0% | -4.1% | -13.0% | -18.3% |
| YTD | +2.2% | +25.5% | -23.3% | -14.8% |
| 1Y | +2.7% | +31.0% | -28.3% | -16.5% |
| 3Y | +18.2% | +178.7% | -160.5% | -40.1% |
| 5Y | +56.0% | +279.7% | -223.7% | -36.3% |
| 10Y | +60.8% | +691.4% | -630.6% | -58.3% |
| All | +352.2% | +31,437.2% | -31,084.9% | -69.2% |
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 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