+1,475.9%
XLK vs SCCO
+44,952.1%
-43,476.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +0.2% | -2.7% | +2.9% | +0.8% |
| 30D | -0.6% | -0.7% | +0.1% | -0.8% |
| 3M | +2.6% | +8.1% | -5.5% | -0.2% |
| 6M | +34.0% | +4.1% | +29.9% | +30.9% |
| YTD | +30.7% | +41.1% | -10.5% | +16.1% |
| 1Y | +39.2% | +95.6% | -56.4% | +12.6% |
| 3Y | +120.4% | +179.3% | -58.8% | +57.7% |
| 5Y | +148.8% | +308.3% | -159.5% | +56.2% |
| 10Y | +803.3% | +1,090.2% | -287.0% | +306.9% |
| All | +1,475.9% | +44,952.1% | -43,476.2% | +162.0% |
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 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