+76.4%
SLB vs SCCO
+243.3%
-166.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +2.4% |
| 7D | +3.5% | -1.9% | +5.4% | +4.1% |
| 30D | +6.5% | -17.4% | +23.9% | +13.7% |
| 3M | -0.2% | -11.7% | +11.4% | +3.1% |
| 6M | -5.7% | -12.1% | +6.4% | -3.7% |
| YTD | +36.8% | +20.9% | +16.0% | +18.5% |
| 1Y | +45.8% | +31.3% | +14.4% | +21.6% |
| 3Y | +3.4% | +170.3% | -167.0% | -43.4% |
| All | +76.4% | +243.3% | -166.9% | -21.5% |
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 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