+1,063.5%
SCCO vs EXEL
+375.2%
+688.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | 0.0% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | -0.7% | +11.4% | -12.1% | -2.5% |
| 3M | +8.1% | +4.9% | +3.2% | +7.1% |
| 6M | +4.1% | +34.4% | -30.3% | -1.0% |
| YTD | +41.1% | +28.0% | +13.1% | +35.0% |
| 1Y | +95.6% | +43.6% | +51.9% | +83.0% |
| 3Y | +179.3% | +155.2% | +24.0% | +131.6% |
| 5Y | +308.3% | +181.2% | +127.1% | +227.5% |
| All | +1,063.5% | +375.2% | +688.3% | +739.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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