-35.7%
BIDU vs SCCO
+43.0%
-78.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.0% |
| 7D | +1.2% | -7.9% | +9.1% | +3.3% |
| 30D | -7.5% | -13.0% | +5.5% | -4.3% |
| 3M | -28.6% | -6.9% | -21.7% | -27.7% |
| 6M | -36.9% | +11.0% | -47.9% | -39.4% |
| YTD | -38.4% | +30.3% | -68.7% | -49.4% |
| 1Y | -35.7% | +45.0% | -80.6% | -50.8% |
| All | -35.7% | +43.0% | -78.6% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling