+155.8%
EXC vs SCCO
+1,104.1%
-948.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | -3.6% | -0.7% | -2.9% | -3.8% |
| 3M | -4.3% | +8.1% | -12.3% | -5.6% |
| 6M | -9.9% | +4.1% | -14.1% | -11.3% |
| YTD | +1.8% | +41.1% | -39.4% | -4.7% |
| 1Y | +2.9% | +95.6% | -92.7% | -8.6% |
| 3Y | +19.1% | +179.3% | -160.1% | -3.3% |
| 5Y | +44.8% | +308.3% | -263.5% | +5.9% |
| All | +155.8% | +1,104.1% | -948.2% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling