+412.9%
XLF vs SCCO
+48,623.9%
-48,211.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -1.0% | +2.4% | -3.5% | -1.9% |
| 30D | -1.3% | +6.4% | -7.7% | -3.7% |
| 3M | +9.1% | +21.6% | -12.4% | +1.1% |
| 6M | +14.4% | +13.4% | +0.9% | +6.7% |
| YTD | +5.1% | +52.6% | -47.5% | -12.7% |
| 1Y | +8.6% | +122.4% | -113.7% | -21.2% |
| 3Y | +74.4% | +208.5% | -134.0% | +7.7% |
| 5Y | +64.4% | +353.9% | -289.5% | -14.7% |
| 10Y | +251.6% | +1,187.3% | -935.7% | +20.2% |
| All | +412.9% | +48,623.9% | -48,211.0% | -27.3% |
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