+645.9%
BIDU vs SCCO
+6,244.4%
-5,598.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -8.1% | -2.7% | -5.5% | -7.3% |
| 30D | -12.8% | -0.7% | -12.1% | -13.2% |
| 3M | -21.3% | +8.1% | -29.4% | -25.7% |
| 6M | -27.0% | +4.1% | -31.1% | -30.8% |
| YTD | -30.0% | +41.1% | -71.2% | -44.0% |
| 1Y | -18.3% | +95.6% | -113.8% | -44.4% |
| 3Y | -33.8% | +179.3% | -213.1% | -63.4% |
| 5Y | -44.3% | +308.3% | -352.6% | -74.5% |
| 10Y | -49.8% | +1,090.2% | -1,140.1% | -87.1% |
| All | +645.9% | +6,244.4% | -5,598.5% | -8.5% |
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