-13.1%
SLB vs SCCO
+682.0%
-695.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +2.7% |
| 7D | +3.5% | -1.9% | +5.4% | +4.3% |
| 30D | +6.5% | -17.4% | +23.9% | +16.5% |
| 3M | -0.2% | -11.7% | +11.4% | +4.3% |
| 6M | -5.7% | -12.1% | +6.4% | -3.4% |
| YTD | +36.8% | +20.9% | +16.0% | +12.4% |
| 1Y | +45.8% | +31.3% | +14.4% | +14.0% |
| 3Y | +3.4% | +170.3% | -167.0% | -52.5% |
| 5Y | +76.1% | +240.8% | -164.7% | -34.2% |
| All | -13.1% | +682.0% | -695.1% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling