+30.8%
XLV vs SCCO
+177.0%
-146.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -3.6% | -2.7% | -0.9% | -3.4% |
| 30D | -1.8% | -0.7% | -1.1% | -1.9% |
| 3M | +7.8% | +8.1% | -0.3% | +7.0% |
| 6M | +9.1% | +4.1% | +5.0% | +8.1% |
| YTD | +7.7% | +41.1% | -33.4% | +3.6% |
| 1Y | +20.4% | +95.6% | -75.1% | +12.1% |
| 3Y | +30.8% | +179.3% | -148.5% | +15.5% |
| All | +30.8% | +177.0% | -146.3% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling