+275.1%
BLK vs SCCO
+1,104.1%
-829.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.3% | -2.7% | -0.7% | -2.6% |
| 30D | -6.5% | -0.7% | -5.8% | -6.9% |
| 3M | +6.7% | +8.1% | -1.3% | +2.7% |
| 6M | +14.7% | +4.1% | +10.6% | +10.4% |
| YTD | +2.5% | +41.1% | -38.6% | -13.6% |
| 1Y | -2.8% | +95.6% | -98.3% | -28.1% |
| 3Y | +65.9% | +179.3% | -113.4% | +1.0% |
| 5Y | +33.0% | +308.3% | -275.3% | -34.3% |
| All | +275.1% | +1,104.1% | -829.0% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling