+253.9%
XLI vs SCCO
+1,104.1%
-850.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.7% | -2.7% | +1.0% | -1.0% |
| 30D | -7.3% | -0.7% | -6.5% | -7.5% |
| 3M | -1.3% | +8.1% | -9.4% | -4.6% |
| 6M | +2.2% | +4.1% | -1.9% | -1.1% |
| YTD | +11.7% | +41.1% | -29.4% | -3.1% |
| 1Y | +14.3% | +95.6% | -81.3% | -11.4% |
| 3Y | +70.3% | +179.3% | -108.9% | +11.8% |
| 5Y | +82.3% | +308.3% | -226.0% | -0.4% |
| All | +253.9% | +1,104.1% | -850.2% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling