+201.0%
SCCO vs EXR
+24.5%
+176.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | +6.6% | -6.9% | +13.6% | +9.3% |
| 3M | +24.5% | -3.0% | +27.5% | +25.1% |
| 6M | +16.5% | -2.9% | +19.4% | +16.9% |
| YTD | +52.1% | +9.3% | +42.8% | +46.7% |
| 1Y | +114.2% | -0.9% | +115.1% | +112.5% |
| All | +201.0% | +24.5% | +176.5% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling