-14.2%
XYL vs SCCO
+303.5%
-317.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.2% | -2.7% | +3.9% | +1.7% |
| 30D | -11.9% | -0.7% | -11.2% | -12.0% |
| 3M | -1.5% | +8.1% | -9.6% | -4.0% |
| 6M | -11.9% | +4.1% | -16.0% | -14.1% |
| YTD | -20.6% | +41.1% | -61.7% | -29.3% |
| 1Y | -23.5% | +95.6% | -119.1% | -37.9% |
| 3Y | +14.9% | +179.3% | -164.4% | -18.4% |
| All | -14.2% | +303.5% | -317.8% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling