-10.1%
BA vs SCCO
+162.8%
-172.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +1.1% | -4.8% | +5.9% | +2.2% |
| 30D | -7.9% | -15.8% | +7.8% | -4.4% |
| 3M | -25.3% | -10.9% | -14.4% | -24.0% |
| 6M | -24.6% | -5.1% | -19.5% | -25.2% |
| YTD | -20.1% | +23.2% | -43.4% | -28.3% |
| 1Y | -11.8% | +30.7% | -42.5% | -22.4% |
| 3Y | -10.1% | +164.1% | -174.2% | -36.7% |
| All | -10.1% | +162.8% | -172.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling