-12.8%
BKNG vs SCCO
+109.6%
-122.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -6.0% | -5.3% | -0.7% | -6.0% |
| 30D | -6.6% | +2.7% | -9.3% | -6.6% |
| 3M | +15.7% | +4.2% | +11.5% | +15.9% |
| 6M | +14.1% | -0.6% | +14.8% | +13.0% |
| YTD | -9.3% | +45.0% | -54.3% | -10.8% |
| 1Y | -12.8% | +109.3% | -122.1% | -15.4% |
| All | -12.8% | +109.6% | -122.4% | -15.4% |
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