+141.4%
XLC vs SCCO
+562.5%
-421.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.6% |
| 7D | +0.6% | +3.4% | -2.9% | -0.3% |
| 30D | +0.2% | +6.6% | -6.4% | -1.5% |
| 3M | +0.6% | +24.5% | -23.8% | -5.3% |
| 6M | -4.5% | +16.5% | -21.0% | -9.6% |
| YTD | -4.7% | +52.1% | -56.8% | -16.9% |
| 1Y | -1.7% | +114.2% | -115.8% | -22.4% |
| 3Y | +72.3% | +207.4% | -135.2% | +18.1% |
| 5Y | +37.8% | +353.7% | -316.0% | -19.1% |
| All | +141.4% | +562.5% | -421.1% | +5.3% |
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