+95.9%
BAC vs SCCO
+175.8%
-79.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | +1.5% | +1.7% | -0.2% | +1.2% |
| 30D | -6.4% | -18.1% | +11.7% | -3.6% |
| 3M | -21.7% | -12.8% | -8.8% | -20.3% |
| 6M | +0.5% | -8.5% | +9.0% | +0.8% |
| YTD | -6.7% | +23.9% | -30.6% | -13.4% |
| 1Y | -4.7% | +30.0% | -34.6% | -12.5% |
| All | +95.9% | +175.8% | -79.8% | +36.2% |
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 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