+169.7%
EXE vs SCCO
+256.6%
-86.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.1% | -2.7% | -0.5% | -2.7% |
| 30D | -0.9% | -0.7% | -0.2% | -1.2% |
| 3M | +9.6% | +8.1% | +1.5% | +6.6% |
| 6M | -11.6% | +4.1% | -15.7% | -14.4% |
| YTD | -12.6% | +41.1% | -53.7% | -24.4% |
| 1Y | +1.2% | +95.6% | -94.4% | -22.1% |
| 3Y | +18.0% | +179.3% | -161.2% | -25.2% |
| 5Y | +101.1% | +308.3% | -207.2% | +4.0% |
| All | +169.7% | +256.6% | -86.9% | +41.3% |
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 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