-39.3%
BAX vs SCCO
+1,104.1%
-1,143.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -7.9% | -2.7% | -5.2% | -7.5% |
| 30D | -11.7% | -0.7% | -10.9% | -11.8% |
| 3M | +16.2% | +8.1% | +8.1% | +13.7% |
| 6M | +32.0% | +4.1% | +27.9% | +29.2% |
| YTD | +24.7% | +41.1% | -16.4% | +14.0% |
| 1Y | -2.6% | +95.6% | -98.2% | -16.9% |
| 3Y | -35.0% | +179.3% | -214.2% | -49.4% |
| 5Y | -67.6% | +308.3% | -375.9% | -77.2% |
| All | -39.3% | +1,104.1% | -1,143.4% | -68.1% |
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