+177.8%
XLE vs SCCO
+1,104.1%
-926.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +1.7% | -2.7% | +4.3% | +2.5% |
| 30D | +6.7% | -0.7% | +7.5% | +6.3% |
| 3M | +14.9% | +8.1% | +6.8% | +9.9% |
| 6M | +15.9% | +4.1% | +11.8% | +9.4% |
| YTD | +47.7% | +41.1% | +6.6% | +19.9% |
| 1Y | +50.7% | +95.6% | -44.8% | +4.7% |
| 3Y | +57.9% | +179.3% | -121.4% | -13.3% |
| 5Y | +227.0% | +308.3% | -81.3% | +40.2% |
| All | +177.8% | +1,104.1% | -926.2% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling