+1,024.9%
XEL vs SCCO
+35,790.2%
-34,765.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.9% | +2.4% | -1.5% | +0.6% |
| 30D | -0.9% | +6.4% | -7.3% | -1.7% |
| 3M | -1.4% | +21.6% | -23.0% | -3.9% |
| 6M | -5.8% | +13.4% | -19.2% | -7.9% |
| YTD | +4.7% | +52.6% | -47.9% | -1.3% |
| 1Y | +9.1% | +122.4% | -113.3% | -1.6% |
| 3Y | +47.8% | +208.5% | -160.6% | +26.5% |
| 5Y | +29.0% | +353.9% | -324.9% | +4.0% |
| 10Y | +154.0% | +1,187.3% | -1,033.3% | +74.3% |
| All | +1,024.9% | +35,790.2% | -34,765.3% | +482.5% |
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