+39.3%
XLC vs SCCO
+313.8%
-274.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +1.9% |
| 7D | -1.7% | -2.7% | +1.0% | -1.3% |
| 30D | +0.2% | -0.2% | +0.4% | -0.1% |
| 3M | +0.7% | +17.8% | -17.1% | -3.0% |
| 6M | -4.5% | +2.3% | -6.7% | -6.1% |
| YTD | -4.7% | +41.6% | -46.3% | -13.6% |
| 1Y | -1.5% | +101.9% | -103.4% | -17.9% |
| 3Y | +72.2% | +186.2% | -113.9% | +27.3% |
| 5Y | +39.3% | +309.7% | -270.4% | -8.6% |
| All | +39.3% | +313.8% | -274.4% | -8.6% |
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