+105.4%
EXE vs SCCO
+313.8%
-208.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +1.9% |
| 7D | -2.2% | -2.7% | +0.5% | -1.7% |
| 30D | -0.8% | -0.2% | -0.6% | -1.2% |
| 3M | +10.0% | +17.8% | -7.7% | +4.7% |
| 6M | -6.3% | +2.3% | -8.6% | -8.8% |
| YTD | -10.7% | +41.6% | -52.3% | -23.1% |
| 1Y | +2.7% | +101.9% | -99.2% | -22.4% |
| 3Y | +19.1% | +186.2% | -167.1% | -27.3% |
| 5Y | +105.4% | +309.7% | -204.2% | -0.3% |
| All | +105.4% | +313.8% | -208.3% | -0.3% |
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