+7.2%
XLP vs SCCO
+114.2%
-107.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.6% |
| 7D | -1.4% | +3.4% | -4.9% | -1.4% |
| 30D | -1.3% | +6.6% | -7.9% | -1.2% |
| 3M | +1.8% | +24.5% | -22.6% | +1.9% |
| 6M | -0.8% | +16.5% | -17.3% | -1.0% |
| YTD | +9.5% | +52.1% | -42.6% | +10.7% |
| 1Y | +7.2% | +114.2% | -107.0% | +10.0% |
| All | +7.2% | +114.2% | -107.0% | +10.0% |
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 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