+34.0%
XLB vs SCCO
+303.5%
-269.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.8% | -2.7% | -0.2% | -2.2% |
| 30D | -3.1% | -0.7% | -2.4% | -3.3% |
| 3M | -0.2% | +8.1% | -8.2% | -3.3% |
| 6M | +3.1% | +4.1% | -1.0% | -0.1% |
| YTD | +13.3% | +41.1% | -27.9% | -1.6% |
| 1Y | +12.0% | +95.6% | -83.5% | -13.2% |
| 3Y | +31.4% | +179.3% | -147.8% | -14.3% |
| All | +34.0% | +303.5% | -269.6% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling