+22.6%
XHB vs SCCO
+177.0%
-154.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.6% | -2.7% | -2.0% | -4.1% |
| 30D | -9.1% | -0.7% | -8.4% | -9.3% |
| 3M | -8.6% | +8.1% | -16.6% | -11.2% |
| 6M | -4.0% | +4.1% | -8.1% | -6.7% |
| YTD | -3.9% | +41.1% | -45.1% | -15.6% |
| 1Y | -16.5% | +95.6% | -112.0% | -34.0% |
| 3Y | +22.6% | +179.3% | -156.7% | -20.3% |
| All | +22.6% | +177.0% | -154.5% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling