+1,037.2%
XLE vs SCCO
+48,460.9%
-47,423.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.7% |
| 7D | 0.0% | +3.4% | -3.4% | -1.3% |
| 30D | +12.6% | +6.6% | +6.0% | +9.5% |
| 3M | +11.8% | +24.5% | -12.6% | +1.4% |
| 6M | +16.1% | +16.5% | -0.4% | +5.1% |
| YTD | +46.9% | +52.1% | -5.3% | +18.2% |
| 1Y | +53.3% | +114.2% | -60.9% | +7.0% |
| 3Y | +54.9% | +207.4% | -152.5% | -10.3% |
| 5Y | +225.7% | +353.7% | -128.0% | +57.1% |
| 10Y | +170.7% | +1,144.5% | -973.9% | -13.8% |
| All | +1,037.2% | +48,460.9% | -47,423.7% | +93.2% |
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 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