+23.3%
BA vs SCCO
+682.0%
-658.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +1.0% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | -7.1% | -17.4% | +10.3% | -0.3% |
| 3M | -25.5% | -11.7% | -13.9% | -23.1% |
| 6M | -28.7% | -12.1% | -16.6% | -27.4% |
| YTD | -21.0% | +20.9% | -41.9% | -32.7% |
| 1Y | -11.9% | +31.3% | -43.2% | -28.0% |
| 3Y | -16.2% | +170.3% | -186.5% | -55.2% |
| 5Y | -22.4% | +240.8% | -263.2% | -65.4% |
| All | +23.3% | +682.0% | -658.7% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling