+30.4%
BIL vs SCCO
+1,614.0%
-1,583.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | +0.1% | +3.4% | -3.4% | +0.1% |
| 30D | +0.3% | +6.6% | -6.3% | +0.3% |
| 3M | +0.9% | +24.5% | -23.6% | +0.9% |
| 6M | +1.8% | +16.5% | -14.7% | +1.8% |
| YTD | +2.5% | +52.1% | -49.7% | +2.5% |
| 1Y | +3.7% | +114.2% | -110.5% | +3.8% |
| 3Y | +14.1% | +207.4% | -193.3% | +14.3% |
| 5Y | +19.4% | +353.7% | -334.3% | +19.8% |
| 10Y | +25.3% | +1,144.5% | -1,119.3% | +25.9% |
| All | +30.4% | +1,614.0% | -1,583.7% | +31.5% |
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