-24.5%
XYL vs SCCO
+109.6%
-134.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -5.0% | -5.3% | +0.2% | -4.5% |
| 30D | -13.2% | +2.7% | -15.9% | -13.6% |
| 3M | -3.7% | +4.2% | -7.9% | -4.6% |
| 6M | -17.7% | -0.6% | -17.1% | -18.8% |
| YTD | -21.5% | +45.0% | -66.5% | -27.1% |
| 1Y | -24.5% | +109.3% | -133.8% | -31.8% |
| All | -24.5% | +109.6% | -134.1% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling