+226.0%
XLE vs SCCO
+313.8%
-87.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | +1.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.0% |
| 30D | +6.6% | -0.2% | +6.7% | +6.2% |
| 3M | +12.3% | +17.8% | -5.5% | +7.0% |
| 6M | +18.4% | +2.3% | +16.1% | +15.3% |
| YTD | +47.2% | +41.6% | +5.6% | +27.8% |
| 1Y | +50.3% | +101.9% | -51.6% | +15.3% |
| 3Y | +55.3% | +186.2% | -130.9% | -0.5% |
| 5Y | +226.0% | +309.7% | -83.7% | +73.5% |
| All | +226.0% | +313.8% | -87.8% | +73.5% |
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