+4.6%
EXC vs SCCO
+26.3%
-21.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.2% |
| 7D | +1.4% | -1.9% | +3.3% | +1.3% |
| 30D | +8.6% | -17.4% | +26.0% | +7.5% |
| 3M | +2.4% | -11.7% | +14.0% | +1.8% |
| 6M | +6.5% | -12.1% | +18.6% | +6.0% |
| YTD | +9.0% | +20.9% | -11.8% | +8.7% |
| 1Y | +4.6% | +31.3% | -26.8% | +4.8% |
| All | +4.6% | +26.3% | -21.7% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling