+1,185.6%
EXC vs SCCO
+33,989.4%
-32,803.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -5.3% | +5.5% | +1.1% |
| 30D | -3.7% | +2.7% | -6.4% | -4.4% |
| 3M | -1.3% | +4.2% | -5.5% | -2.8% |
| 6M | -9.7% | -0.6% | -9.1% | -11.0% |
| YTD | +2.9% | +45.0% | -42.1% | -5.7% |
| 1Y | +4.4% | +109.3% | -104.9% | -10.7% |
| 3Y | +22.2% | +180.8% | -158.6% | -3.6% |
| 5Y | +46.7% | +314.3% | -267.6% | +5.0% |
| 10Y | +155.3% | +1,083.3% | -928.0% | +43.5% |
| All | +1,185.6% | +33,989.4% | -32,803.8% | +415.0% |
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