+631.5%
XLU vs SCCO
+44,952.1%
-44,320.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | -2.7% | +1.0% | -1.3% |
| 30D | -3.3% | -0.7% | -2.6% | -3.4% |
| 3M | -3.2% | +8.1% | -11.2% | -4.8% |
| 6M | -7.0% | +4.1% | -11.1% | -8.7% |
| YTD | +0.6% | +41.1% | -40.5% | -6.4% |
| 1Y | +2.4% | +95.6% | -93.1% | -9.7% |
| 3Y | +46.3% | +179.3% | -133.0% | +19.4% |
| 5Y | +44.0% | +308.3% | -264.3% | +8.3% |
| 10Y | +140.1% | +1,090.2% | -950.2% | +44.6% |
| All | +631.5% | +44,952.1% | -44,320.6% | +160.0% |
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 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