+910.3%
XBI vs SCCO
+3,451.0%
-2,540.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.6% | +0.4% |
| 7D | -4.6% | -2.7% | -1.9% | -4.0% |
| 30D | -0.8% | -0.2% | -0.6% | -1.0% |
| 3M | +21.8% | +17.8% | +4.1% | +15.3% |
| 6M | +23.2% | +2.3% | +20.9% | +20.4% |
| YTD | +28.7% | +41.6% | -12.9% | +13.4% |
| 1Y | +67.8% | +101.9% | -34.1% | +32.7% |
| 3Y | +100.6% | +186.2% | -85.5% | +38.9% |
| 5Y | +19.8% | +309.7% | -289.9% | -27.3% |
| 10Y | +159.7% | +1,094.2% | -934.5% | +11.1% |
| All | +910.3% | +3,451.0% | -2,540.7% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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