+24.3%
XLP vs SCCO
+43.0%
-18.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +3.4% |
| 7D | +5.9% | -7.9% | +13.8% | +5.8% |
| 30D | +13.5% | -13.0% | +26.4% | +13.3% |
| 3M | +8.4% | -6.9% | +15.3% | +8.2% |
| 6M | +11.5% | +11.0% | +0.6% | +10.3% |
| YTD | +20.6% | +30.3% | -9.6% | +18.7% |
| 1Y | +24.3% | +45.0% | -20.7% | +22.3% |
| All | +24.3% | +43.0% | -18.6% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling