+36,150.8%
SCCO vs EXEL
+264.7%
+35,886.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.3% |
| 7D | +3.4% | +1.4% | +2.1% | +3.2% |
| 30D | +6.6% | +6.7% | 0.0% | +5.5% |
| 3M | +24.5% | +11.5% | +13.0% | +22.3% |
| 6M | +16.5% | +38.8% | -22.3% | +10.8% |
| YTD | +52.1% | +31.6% | +20.5% | +45.6% |
| 1Y | +114.2% | +53.0% | +61.2% | +99.7% |
| 3Y | +207.4% | +160.8% | +46.6% | +159.7% |
| 5Y | +353.7% | +190.1% | +163.7% | +272.3% |
| 10Y | +1,144.5% | +367.0% | +777.6% | +786.6% |
| All | +36,150.8% | +264.7% | +35,886.0% | +17,004.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling