+44.0%
XLP vs SCCO
+243.3%
-199.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | +2.5% | -1.9% | +4.4% | +2.6% |
| 30D | +7.3% | -17.4% | +24.7% | +8.1% |
| 3M | +8.1% | -11.7% | +19.7% | +8.4% |
| 6M | +10.5% | -12.1% | +22.6% | +10.7% |
| YTD | +21.2% | +20.9% | +0.3% | +18.3% |
| 1Y | +22.7% | +31.3% | -8.6% | +19.1% |
| 3Y | +44.8% | +170.3% | -125.5% | +29.5% |
| All | +44.0% | +243.3% | -199.2% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling