+448.5%
XYL vs SCCO
+1,299.6%
-851.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -2.0% | +1.4% |
| 7D | +1.8% | +3.4% | -1.7% | +0.7% |
| 30D | -9.2% | +6.6% | -15.8% | -11.3% |
| 3M | -0.3% | +24.5% | -24.8% | -8.1% |
| 6M | -11.0% | +16.5% | -27.5% | -17.2% |
| YTD | -19.2% | +52.1% | -71.3% | -32.5% |
| 1Y | -21.2% | +114.2% | -135.4% | -41.9% |
| 3Y | +18.6% | +207.4% | -188.8% | -26.3% |
| 5Y | -14.3% | +353.7% | -368.1% | -55.7% |
| 10Y | +141.0% | +1,144.5% | -1,003.5% | -18.7% |
| All | +448.5% | +1,299.6% | -851.2% | +75.0% |
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 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