+476.4%
BHP vs SCCO
+1,104.1%
-627.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -3.6% | -2.7% | -1.0% | -2.1% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | +1.2% | +8.1% | -6.9% | -4.3% |
| 6M | +21.4% | +4.1% | +17.3% | +16.2% |
| YTD | +50.4% | +41.1% | +9.3% | +17.0% |
| 1Y | +67.5% | +95.6% | -28.0% | +5.1% |
| 3Y | +72.8% | +179.3% | -106.4% | -18.7% |
| 5Y | +112.6% | +308.3% | -195.7% | -24.4% |
| All | +476.4% | +1,104.1% | -627.6% | -1.2% |
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 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