-18.3%
BIDU vs SCCO
+101.5%
-119.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -8.1% | -2.7% | -5.5% | -7.6% |
| 30D | -12.8% | -0.7% | -12.1% | -13.0% |
| 3M | -21.3% | +8.1% | -29.4% | -24.0% |
| 6M | -27.0% | +4.1% | -31.1% | -29.2% |
| YTD | -30.0% | +41.1% | -71.2% | -42.8% |
| 1Y | -18.3% | +95.6% | -113.8% | -42.4% |
| All | -18.3% | +101.5% | -119.8% | -42.4% |
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