+43.2%
XLB vs SCCO
+169.0%
-125.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | +5.2% | -17.4% | +22.6% | +9.6% |
| 3M | +0.3% | -11.7% | +12.0% | +2.5% |
| 6M | +1.2% | -12.1% | +13.3% | +2.8% |
| YTD | +16.6% | +20.9% | -4.2% | +7.4% |
| 1Y | +21.4% | +31.3% | -9.9% | +9.3% |
| 3Y | +43.2% | +170.3% | -127.1% | +2.9% |
| All | +43.2% | +169.0% | -125.8% | +2.9% |
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 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