+820.5%
XLB vs SCCO
+46,179.1%
-45,358.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.4% | -5.3% | +3.9% | +0.5% |
| 30D | -0.4% | +2.7% | -3.0% | -1.6% |
| 3M | +2.0% | +4.2% | -2.2% | -0.8% |
| 6M | +1.8% | -0.6% | +2.5% | -0.3% |
| YTD | +16.6% | +45.0% | -28.4% | -1.9% |
| 1Y | +16.9% | +109.3% | -92.4% | -14.8% |
| 3Y | +32.6% | +180.8% | -148.2% | -16.9% |
| 5Y | +35.6% | +314.3% | -278.6% | -28.8% |
| 10Y | +160.0% | +1,083.3% | -923.3% | -12.4% |
| All | +820.5% | +46,179.1% | -45,358.6% | +8.8% |
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