+217.6%
BAC vs SCCO
+682.0%
-464.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.9% |
| 7D | +3.2% | -1.9% | +5.1% | +3.8% |
| 30D | -0.7% | -17.4% | +16.7% | +5.7% |
| 3M | -20.0% | -11.7% | -8.3% | -17.5% |
| 6M | +3.4% | -12.1% | +15.5% | +5.2% |
| YTD | -5.7% | +20.9% | -26.6% | -18.2% |
| 1Y | -1.4% | +31.3% | -32.8% | -17.4% |
| 3Y | +97.9% | +170.3% | -72.4% | +12.2% |
| 5Y | +22.9% | +240.8% | -217.9% | -41.1% |
| All | +217.6% | +682.0% | -464.3% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling