+239.4%
XME vs SCCO
+4,081.9%
-3,842.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.9% |
| 7D | -0.2% | +2.4% | -2.7% | -2.0% |
| 30D | +1.4% | +6.4% | -5.0% | -3.4% |
| 3M | +2.7% | +21.6% | -18.8% | -11.4% |
| 6M | +6.5% | +13.4% | -6.9% | -5.1% |
| YTD | +15.2% | +52.6% | -37.4% | -18.3% |
| 1Y | +43.5% | +122.4% | -78.9% | -22.7% |
| 3Y | +135.9% | +208.5% | -72.6% | -6.3% |
| 5Y | +181.5% | +353.9% | -172.5% | -18.5% |
| 10Y | +436.9% | +1,187.3% | -750.4% | -33.8% |
| All | +239.4% | +4,081.9% | -3,842.5% | -84.6% |
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 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