+676.1%
SCCO vs EXPD
+335.0%
+341.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.2% |
| 7D | -1.9% | +5.5% | -7.4% | -4.3% |
| 30D | -17.4% | -0.8% | -16.6% | -17.1% |
| 3M | -11.7% | +4.1% | -15.8% | -13.5% |
| 6M | -12.1% | +25.7% | -37.8% | -21.6% |
| YTD | +20.9% | +31.4% | -10.5% | +3.7% |
| 1Y | +31.3% | +42.2% | -10.8% | +8.3% |
| 3Y | +170.3% | +77.2% | +93.1% | +93.6% |
| 5Y | +240.8% | +61.0% | +179.8% | +150.6% |
| All | +676.1% | +335.0% | +341.1% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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