+500.1%
XRT vs SCCO
+4,067.9%
-3,567.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.7% |
| 7D | -0.3% | +3.4% | -3.7% | -1.4% |
| 30D | -5.6% | +6.6% | -12.3% | -7.9% |
| 3M | +2.5% | +24.5% | -21.9% | -5.3% |
| 6M | +3.7% | +16.5% | -12.8% | -3.4% |
| YTD | +1.0% | +52.1% | -51.2% | -14.9% |
| 1Y | -1.2% | +114.2% | -115.4% | -25.9% |
| 3Y | +43.4% | +207.4% | -164.1% | -7.5% |
| 5Y | -0.7% | +353.7% | -354.5% | -45.3% |
| 10Y | +123.7% | +1,144.5% | -1,020.8% | -15.8% |
| All | +500.1% | +4,067.9% | -3,567.8% | +40.4% |
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