+780.3%
BA vs SCCO
+33,989.4%
-33,209.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | -5.3% | +6.4% | +2.7% |
| 30D | -11.6% | +2.7% | -14.3% | -12.6% |
| 3M | -2.4% | +4.2% | -6.6% | -4.5% |
| 6M | -6.6% | -0.6% | -6.0% | -8.1% |
| YTD | -2.2% | +45.0% | -47.2% | -14.9% |
| 1Y | -8.0% | +109.3% | -117.3% | -28.7% |
| 3Y | -5.0% | +180.8% | -185.8% | -34.1% |
| 5Y | -2.7% | +314.3% | -317.0% | -41.1% |
| 10Y | +75.9% | +1,083.3% | -1,007.4% | -20.3% |
| All | +780.3% | +33,989.4% | -33,209.1% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling