+1,008.9%
BE vs SCCO
+577.6%
+431.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.9% | +4.7% | +5.8% |
| 7D | +29.8% | +3.4% | +26.3% | +26.4% |
| 30D | +26.4% | +6.6% | +19.8% | +19.2% |
| 3M | +9.3% | +24.5% | -15.2% | -7.3% |
| 6M | +105.1% | +16.5% | +88.6% | +80.2% |
| YTD | +219.0% | +52.1% | +166.9% | +129.8% |
| 1Y | +418.8% | +114.2% | +304.6% | +193.2% |
| 3Y | +1,784.6% | +207.4% | +1,577.1% | +642.0% |
| 5Y | +1,251.0% | +353.7% | +897.2% | +275.9% |
| All | +1,008.9% | +577.6% | +431.3% | +66.0% |
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