+538.9%
XRT vs SCCO
+3,211.8%
-2,672.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.2% |
| 7D | +1.7% | -1.9% | +3.6% | +2.3% |
| 30D | +7.5% | -17.4% | +24.9% | +13.5% |
| 3M | +2.2% | -11.7% | +13.8% | +5.0% |
| 6M | +14.7% | -12.1% | +26.8% | +16.5% |
| YTD | +7.5% | +20.9% | -13.4% | -3.4% |
| 1Y | +14.1% | +31.3% | -17.2% | -0.3% |
| 3Y | +58.8% | +170.3% | -111.5% | +5.8% |
| 5Y | -3.9% | +240.8% | -244.7% | -42.3% |
| 10Y | +137.7% | +683.6% | -546.0% | +2.8% |
| All | +538.9% | +3,211.8% | -2,672.9% | +59.3% |
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