+58.7%
SLB vs SCCO
+105.0%
-46.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.4% | -0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | +4.9% | -0.2% | +5.1% | +4.7% |
| 3M | +1.4% | +17.8% | -16.3% | -2.5% |
| 6M | +17.6% | +2.3% | +15.4% | +16.1% |
| YTD | +48.3% | +41.6% | +6.7% | +33.5% |
| 1Y | +58.7% | +101.9% | -43.2% | +45.6% |
| All | +58.7% | +105.0% | -46.3% | +45.6% |
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 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