+160.0%
EXPE vs SCCO
+1,104.1%
-944.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -5.8% | -2.7% | -3.1% | -5.3% |
| 30D | -13.6% | -0.7% | -12.9% | -14.2% |
| 3M | +25.2% | +8.1% | +17.1% | +19.4% |
| 6M | +22.3% | +4.1% | +18.2% | +16.3% |
| YTD | -0.3% | +41.1% | -41.4% | -19.6% |
| 1Y | +27.8% | +95.6% | -67.7% | -11.4% |
| 3Y | +162.4% | +179.3% | -16.8% | +47.2% |
| 5Y | +95.8% | +308.3% | -212.5% | -11.3% |
| All | +160.0% | +1,104.1% | -944.0% | -21.7% |
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