+44.0%
XLP vs SCCO
+187.0%
-143.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.8% |
| 7D | +0.1% | -0.9% | +0.9% | +0.1% |
| 30D | +8.9% | -15.0% | +24.0% | +9.2% |
| 3M | +7.5% | -9.1% | +16.6% | +7.5% |
| 6M | +9.4% | -0.9% | +10.3% | +9.1% |
| YTD | +19.3% | +29.7% | -10.4% | +17.5% |
| 1Y | +21.7% | +38.2% | -16.4% | +19.6% |
| 3Y | +44.0% | +191.5% | -147.5% | +33.3% |
| All | +44.0% | +187.0% | -143.1% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling