+587.8%
SLB vs SCCO
+33,989.4%
-33,401.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -5.3% | +6.1% | +3.1% |
| 30D | +15.8% | +2.7% | +13.2% | +14.0% |
| 3M | -0.3% | +4.2% | -4.6% | -3.7% |
| 6M | +21.3% | -0.6% | +22.0% | +17.8% |
| YTD | +52.3% | +45.0% | +7.3% | +24.8% |
| 1Y | +63.6% | +109.3% | -45.7% | +13.9% |
| 3Y | +3.8% | +180.8% | -177.0% | -38.6% |
| 5Y | +128.6% | +314.3% | -185.6% | +13.3% |
| 10Y | -3.1% | +1,083.3% | -1,086.4% | -68.2% |
| All | +587.8% | +33,989.4% | -33,401.6% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling