+139.3%
SLB vs SCCO
+355.0%
-215.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.9% | +2.4% | -4.3% | -2.8% |
| 30D | +7.8% | +6.4% | +1.4% | +4.8% |
| 3M | +2.7% | +21.6% | -18.9% | -6.1% |
| 6M | +22.2% | +13.4% | +8.8% | +13.2% |
| YTD | +51.1% | +52.6% | -1.5% | +20.5% |
| 1Y | +63.3% | +122.4% | -59.0% | +8.7% |
| 3Y | +2.4% | +208.5% | -206.0% | -45.7% |
| 5Y | +139.3% | +353.9% | -214.6% | -2.6% |
| All | +139.3% | +355.0% | -215.6% | -2.6% |
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 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