+209.4%
IEFA vs SCCO
+846.0%
-636.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | +1.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.8% |
| 30D | -2.1% | -0.2% | -1.9% | -2.4% |
| 3M | +5.5% | +17.8% | -12.2% | -0.1% |
| 6M | +8.1% | +2.3% | +5.9% | +5.6% |
| YTD | +11.9% | +41.6% | -29.7% | -1.5% |
| 1Y | +18.1% | +101.9% | -83.8% | -6.8% |
| 3Y | +65.5% | +186.2% | -120.7% | +13.9% |
| 5Y | +50.1% | +309.7% | -259.6% | -10.2% |
| 10Y | +144.2% | +1,094.2% | -950.0% | +0.3% |
| All | +209.4% | +846.0% | -636.6% | +29.1% |
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 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