+821.1%
XLB vs SCCO
+38,486.3%
-37,665.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.7% |
| 7D | +0.5% | -1.9% | +2.4% | +1.2% |
| 30D | +5.2% | -17.4% | +22.6% | +12.1% |
| 3M | +0.3% | -11.7% | +12.0% | +3.7% |
| 6M | +1.2% | -12.1% | +13.3% | +3.5% |
| YTD | +16.6% | +20.9% | -4.2% | +3.9% |
| 1Y | +21.4% | +31.3% | -9.9% | +4.8% |
| 3Y | +43.2% | +170.3% | -127.1% | -9.8% |
| 5Y | +28.0% | +240.8% | -212.8% | -28.2% |
| 10Y | +164.8% | +683.6% | -518.9% | +3.1% |
| All | +821.1% | +38,486.3% | -37,665.2% | +15.2% |
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