+39.8%
BKNG vs SCCO
+178.0%
-138.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +1.2% |
| 7D | -10.7% | -2.7% | -8.0% | -10.5% |
| 30D | -18.1% | -0.2% | -17.9% | -18.3% |
| 3M | +8.5% | +17.8% | -9.2% | +6.0% |
| 6M | -0.1% | +2.3% | -2.3% | -1.1% |
| YTD | -18.2% | +41.6% | -59.8% | -24.4% |
| 1Y | -19.9% | +101.9% | -121.7% | -31.5% |
| All | +39.8% | +178.0% | -138.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling