+1,093.3%
XLI vs SCCO
+48,623.9%
-47,530.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -0.6% | +2.4% | -3.0% | -1.3% |
| 30D | -6.9% | +6.4% | -13.4% | -8.8% |
| 3M | -1.9% | +21.6% | -23.5% | -7.9% |
| 6M | +1.0% | +13.4% | -12.4% | -4.1% |
| YTD | +11.3% | +52.6% | -41.3% | -3.8% |
| 1Y | +15.8% | +122.4% | -106.6% | -10.6% |
| 3Y | +69.8% | +208.5% | -138.6% | +15.6% |
| 5Y | +80.9% | +353.9% | -273.0% | +7.0% |
| 10Y | +257.2% | +1,187.3% | -930.0% | +51.4% |
| All | +1,093.3% | +48,623.9% | -47,530.7% | +113.6% |
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