+558.7%
XLP vs SCCO
+41,294.2%
-40,735.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.3% |
| 7D | +0.1% | -0.9% | +0.9% | +0.1% |
| 30D | +8.9% | -15.0% | +24.0% | +10.7% |
| 3M | +7.5% | -9.1% | +16.6% | +8.2% |
| 6M | +9.4% | -0.9% | +10.3% | +8.5% |
| YTD | +19.3% | +29.7% | -10.4% | +13.7% |
| 1Y | +21.7% | +38.2% | -16.4% | +15.1% |
| 3Y | +44.0% | +191.5% | -147.5% | +22.0% |
| 5Y | +42.8% | +281.7% | -239.0% | +15.2% |
| 10Y | +128.8% | +830.3% | -701.5% | +60.3% |
| All | +558.7% | +41,294.2% | -40,735.5% | +212.7% |
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