+56.7%
BDX vs SCCO
+1,104.1%
-1,047.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.2% | -2.7% | -0.5% | -2.9% |
| 30D | -2.5% | -0.7% | -1.8% | -2.6% |
| 3M | +21.4% | +8.1% | +13.3% | +19.5% |
| 6M | +10.4% | +4.1% | +6.3% | +8.6% |
| YTD | +18.8% | +41.1% | -22.3% | +10.9% |
| 1Y | +21.7% | +95.6% | -73.9% | +7.6% |
| 3Y | -10.0% | +179.3% | -189.2% | -26.6% |
| 5Y | -1.8% | +308.3% | -310.1% | -26.8% |
| All | +56.7% | +1,104.1% | -1,047.4% | -8.3% |
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