-2.0%
XLC vs SCCO
+101.5%
-103.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +0.5% | -2.7% | +3.2% | +0.6% |
| 30D | +2.1% | -0.7% | +2.8% | +2.0% |
| 3M | +0.7% | +8.1% | -7.4% | 0.0% |
| 6M | -3.2% | +4.1% | -7.3% | -4.4% |
| YTD | -3.8% | +41.1% | -44.9% | -7.4% |
| 1Y | -2.0% | +95.6% | -97.6% | -7.0% |
| All | -2.0% | +101.5% | -103.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling