+40.4%
EXC vs SCCO
+243.3%
-202.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.4% |
| 7D | +1.4% | -1.9% | +3.3% | +1.4% |
| 30D | +8.6% | -17.4% | +26.0% | +9.1% |
| 3M | +2.4% | -11.7% | +14.0% | +2.6% |
| 6M | +6.5% | -12.1% | +18.6% | +6.5% |
| YTD | +9.0% | +20.9% | -11.8% | +6.5% |
| 1Y | +4.6% | +31.3% | -26.8% | +1.6% |
| 3Y | +33.5% | +170.3% | -136.8% | +17.9% |
| All | +40.4% | +243.3% | -202.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling