+64.3%
XLF vs SCCO
+303.5%
-239.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | -2.7% | +1.2% | -1.1% |
| 30D | -1.2% | -0.7% | -0.4% | -1.3% |
| 3M | +9.2% | +8.1% | +1.1% | +7.1% |
| 6M | +16.3% | +4.1% | +12.2% | +13.9% |
| YTD | +5.4% | +41.1% | -35.7% | -4.2% |
| 1Y | +7.6% | +95.6% | -88.0% | -9.5% |
| 3Y | +74.2% | +179.3% | -105.0% | +28.6% |
| All | +64.3% | +303.5% | -239.3% | +4.0% |
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