+166.3%
XME vs SCCO
+303.5%
-137.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.2% | -2.7% | -1.6% | -2.9% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | -3.9% | +8.1% | -12.0% | -9.0% |
| 6M | -1.0% | +4.1% | -5.1% | -5.1% |
| YTD | +9.8% | +41.1% | -31.3% | -13.5% |
| 1Y | +32.5% | +95.6% | -63.0% | -14.4% |
| 3Y | +124.3% | +179.3% | -54.9% | +8.5% |
| All | +166.3% | +303.5% | -137.2% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling