+2.5%
SLB vs SCCO
+210.1%
-207.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.1% |
| 7D | +0.4% | +3.4% | -3.0% | -0.6% |
| 30D | +13.6% | +6.6% | +7.0% | +11.2% |
| 3M | +1.5% | +24.5% | -23.0% | -5.8% |
| 6M | +23.0% | +16.5% | +6.5% | +15.5% |
| YTD | +51.2% | +52.1% | -0.9% | +27.3% |
| 1Y | +63.5% | +114.2% | -50.7% | +21.0% |
| 3Y | +2.5% | +207.4% | -204.9% | -35.4% |
| All | +2.5% | +210.1% | -207.6% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling