+1,047.3%
XLE vs SCCO
+38,486.3%
-37,438.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +1.9% |
| 7D | +5.4% | -1.9% | +7.3% | +6.0% |
| 30D | -3.9% | -17.4% | +13.5% | +2.2% |
| 3M | +7.0% | -11.7% | +18.7% | +10.1% |
| 6M | +14.2% | -12.1% | +26.3% | +15.3% |
| YTD | +48.2% | +20.9% | +27.3% | +28.1% |
| 1Y | +47.7% | +31.3% | +16.3% | +23.5% |
| 3Y | +70.0% | +170.3% | -100.3% | +1.9% |
| 5Y | +169.1% | +240.8% | -71.7% | +43.0% |
| 10Y | +180.7% | +683.6% | -502.9% | +5.0% |
| All | +1,047.3% | +38,486.3% | -37,438.9% | +109.4% |
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