+1,063.5%
SCCO vs XPO
+1,516.3%
-452.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.7% | -5.7% | +3.0% | -1.0% |
| 30D | -0.7% | -12.8% | +12.1% | +3.2% |
| 3M | +8.1% | -20.0% | +28.1% | +14.8% |
| 6M | +4.1% | -6.0% | +10.2% | +5.6% |
| YTD | +41.1% | +34.0% | +7.1% | +29.0% |
| 1Y | +95.6% | +35.6% | +60.0% | +77.0% |
| 3Y | +179.3% | +152.3% | +27.0% | +100.1% |
| 5Y | +308.3% | +264.4% | +43.9% | +148.2% |
| All | +1,063.5% | +1,516.3% | -452.8% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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