+26.9%
XLV vs SCCO
+109.6%
-82.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +0.2% | -5.3% | +5.4% | +0.3% |
| 30D | +4.4% | +2.7% | +1.8% | +4.3% |
| 3M | +13.2% | +4.2% | +9.0% | +13.1% |
| 6M | +10.1% | -0.6% | +10.7% | +9.3% |
| YTD | +11.7% | +45.0% | -33.3% | +9.5% |
| 1Y | +26.9% | +109.3% | -82.4% | +25.6% |
| All | +26.9% | +109.6% | -82.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling