-11.9%
BA vs SCCO
+26.3%
-38.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -7.1% | -17.4% | +10.3% | -4.4% |
| 3M | -25.5% | -11.7% | -13.9% | -24.6% |
| 6M | -28.7% | -12.1% | -16.6% | -28.4% |
| YTD | -21.0% | +20.9% | -41.9% | -28.7% |
| 1Y | -11.9% | +31.3% | -43.2% | -22.1% |
| All | -11.9% | +26.3% | -38.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling