+208.9%
XHB vs SCCO
+1,104.1%
-895.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.6% | -2.7% | -2.0% | -3.9% |
| 30D | -9.1% | -0.7% | -8.4% | -9.4% |
| 3M | -8.6% | +8.1% | -16.6% | -12.0% |
| 6M | -4.0% | +4.1% | -8.1% | -7.3% |
| YTD | -3.9% | +41.1% | -45.1% | -18.3% |
| 1Y | -16.5% | +95.6% | -112.0% | -37.6% |
| 3Y | +22.6% | +179.3% | -156.7% | -23.4% |
| 5Y | +33.9% | +308.3% | -274.4% | -31.1% |
| All | +208.9% | +1,104.1% | -895.2% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling