+1,262.5%
EXC vs SCCO
+28,322.8%
-27,060.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.8% |
| 7D | +1.4% | -1.9% | +3.3% | +1.6% |
| 30D | +8.6% | -17.4% | +26.0% | +11.6% |
| 3M | +2.4% | -11.7% | +14.0% | +3.8% |
| 6M | +6.5% | -12.1% | +18.6% | +7.1% |
| YTD | +9.0% | +20.9% | -11.8% | +2.5% |
| 1Y | +4.6% | +31.3% | -26.8% | -3.2% |
| 3Y | +33.5% | +170.3% | -136.8% | +5.2% |
| 5Y | +41.4% | +240.8% | -199.4% | +4.4% |
| 10Y | +204.3% | +683.6% | -479.4% | +83.5% |
| All | +1,262.5% | +28,322.8% | -27,060.3% | +459.6% |
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 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