+123.0%
XRT vs SCCO
+1,104.1%
-981.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | -4.5% | -0.7% | -3.8% | -4.8% |
| 3M | -3.1% | +8.1% | -11.2% | -6.5% |
| 6M | +4.2% | +4.1% | +0.1% | +0.5% |
| YTD | -0.1% | +41.1% | -41.2% | -14.5% |
| 1Y | -3.0% | +95.6% | -98.6% | -26.3% |
| 3Y | +41.8% | +179.3% | -137.5% | -8.8% |
| 5Y | -1.3% | +308.3% | -309.6% | -46.9% |
| All | +123.0% | +1,104.1% | -981.1% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling