-0.3%
BA vs SCCO
+339.1%
-339.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.1% |
| 7D | +2.5% | +3.4% | -1.0% | +1.4% |
| 30D | -10.1% | +6.6% | -16.7% | -12.1% |
| 3M | -2.4% | +24.5% | -26.9% | -9.4% |
| 6M | -8.8% | +16.5% | -25.3% | -14.5% |
| YTD | -2.9% | +52.1% | -55.1% | -18.1% |
| 1Y | -8.8% | +114.2% | -122.9% | -32.0% |
| 3Y | -0.3% | +207.4% | -207.7% | -37.1% |
| 5Y | -0.3% | +353.7% | -354.0% | -46.4% |
| All | -0.3% | +339.1% | -339.4% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling