+166.2%
EOG vs SCCO
+303.5%
-137.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.5% | -2.7% | +4.1% | +2.0% |
| 30D | +2.9% | -0.7% | +3.7% | +2.8% |
| 3M | +8.7% | +8.1% | +0.6% | +5.8% |
| 6M | +12.9% | +4.1% | +8.8% | +9.2% |
| YTD | +43.8% | +41.1% | +2.7% | +23.8% |
| 1Y | +27.1% | +95.6% | -68.5% | -3.2% |
| 3Y | +25.9% | +179.3% | -153.4% | -22.1% |
| All | +166.2% | +303.5% | -137.3% | +29.2% |
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