+46.2%
SLB vs SCCO
+43.0%
+3.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -4.1% | -7.9% | +3.8% | -2.6% |
| 30D | +2.5% | -13.0% | +15.5% | +5.2% |
| 3M | +2.0% | -6.9% | +8.9% | +2.9% |
| 6M | -6.3% | +11.0% | -17.3% | -9.6% |
| YTD | +36.5% | +30.3% | +6.3% | +15.4% |
| 1Y | +46.2% | +45.0% | +1.2% | +19.5% |
| All | +46.2% | +43.0% | +3.3% | +19.5% |
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