-33.1%
BAX vs SCCO
+682.0%
-715.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +0.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +4.1% | -17.4% | +21.5% | +7.6% |
| 3M | -4.5% | -11.7% | +7.1% | -3.0% |
| 6M | +49.2% | -12.1% | +61.4% | +50.7% |
| YTD | +35.2% | +20.9% | +14.4% | +26.8% |
| 1Y | +38.3% | +31.3% | +6.9% | +27.5% |
| 3Y | -19.0% | +170.3% | -189.4% | -36.8% |
| 5Y | -64.2% | +240.8% | -305.0% | -73.9% |
| All | -33.1% | +682.0% | -715.1% | -60.3% |
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