+27.5%
BAC vs SCCO
+105.0%
-77.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +0.4% |
| 7D | -0.3% | -2.7% | +2.4% | -0.1% |
| 30D | -1.8% | -0.2% | -1.6% | -1.9% |
| 3M | +15.3% | +17.8% | -2.5% | +13.1% |
| 6M | +30.2% | +2.3% | +27.9% | +28.3% |
| YTD | +15.6% | +41.6% | -26.0% | +9.5% |
| 1Y | +27.5% | +101.9% | -74.4% | +20.2% |
| All | +27.5% | +105.0% | -77.5% | +20.2% |
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