+508.9%
XLP vs SCCO
+46,179.1%
-45,670.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.0% | -5.3% | +4.2% | -0.4% |
| 30D | -0.9% | +2.7% | -3.5% | -1.3% |
| 3M | +3.8% | +4.2% | -0.4% | +2.8% |
| 6M | -1.7% | -0.6% | -1.1% | -2.6% |
| YTD | +10.3% | +45.0% | -34.7% | +4.1% |
| 1Y | +7.8% | +109.3% | -101.5% | -2.9% |
| 3Y | +27.2% | +180.8% | -153.6% | +8.7% |
| 5Y | +32.5% | +314.3% | -281.7% | +6.1% |
| 10Y | +101.8% | +1,083.3% | -981.5% | +37.9% |
| All | +508.9% | +46,179.1% | -45,670.2% | +186.3% |
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 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