+27,714.4%
SCCO vs EXPD
+15,720.6%
+11,993.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +0.3% |
| 7D | -2.4% | -1.6% | -0.8% | -1.8% |
| 30D | -16.5% | +0.6% | -17.1% | -16.7% |
| 3M | -10.4% | +9.8% | -20.2% | -13.6% |
| 6M | -2.8% | +25.8% | -28.5% | -11.1% |
| YTD | +27.2% | +31.3% | -4.1% | +13.2% |
| 1Y | +33.6% | +40.9% | -7.3% | +15.8% |
| 3Y | +182.4% | +74.7% | +107.7% | +122.6% |
| 5Y | +262.8% | +62.9% | +199.9% | +188.6% |
| 10Y | +724.4% | +334.3% | +390.0% | +355.4% |
| All | +27,714.4% | +15,720.6% | +11,993.7% | +9,020.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling