+10.6%
XOM vs SCCO
+20.8%
-10.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.3% |
| 7D | 0.0% | +2.4% | -2.4% | +0.5% |
| 30D | +3.4% | +6.4% | -3.0% | +4.7% |
| 3M | +11.0% | +21.6% | -10.6% | +16.0% |
| 6M | +10.6% | +13.4% | -2.8% | +16.9% |
| All | +10.6% | +20.8% | -10.2% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling