-10.1%
BA vs SCCO
+113.5%
-123.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -1.2% | +2.4% | -3.6% | -1.6% |
| 30D | -11.3% | +6.4% | -17.7% | -12.5% |
| 3M | -3.8% | +21.6% | -25.3% | -7.6% |
| 6M | -8.3% | +13.4% | -21.7% | -12.3% |
| YTD | -4.9% | +52.6% | -57.6% | -14.1% |
| 1Y | -10.1% | +122.4% | -132.4% | -15.3% |
| All | -10.1% | +113.5% | -123.5% | -15.3% |
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