+341.8%
BAX vs SCCO
+33,989.4%
-33,647.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | -5.3% | +4.1% | -0.4% |
| 30D | -5.5% | +2.7% | -8.1% | -6.0% |
| 3M | +33.5% | +4.2% | +29.3% | +31.9% |
| 6M | +35.9% | -0.6% | +36.5% | +34.8% |
| YTD | +35.4% | +45.0% | -9.6% | +26.4% |
| 1Y | +9.8% | +109.3% | -99.6% | -3.2% |
| 3Y | -32.7% | +180.8% | -213.5% | -43.9% |
| 5Y | -65.6% | +314.3% | -379.8% | -73.3% |
| 10Y | -34.9% | +1,083.3% | -1,118.2% | -57.8% |
| All | +341.8% | +33,989.4% | -33,647.5% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling