-8.6%
BN vs SCCO
+105.9%
-114.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.5% | -5.3% | +2.8% | -1.5% |
| 30D | -9.5% | +0.9% | -10.4% | -9.8% |
| 3M | -10.4% | +2.4% | -12.8% | -11.3% |
| 6M | -6.4% | -2.4% | -4.0% | -8.2% |
| YTD | -11.9% | +42.4% | -54.3% | -22.3% |
| 1Y | -8.6% | +105.6% | -114.3% | -23.6% |
| All | -8.6% | +105.9% | -114.5% | -23.6% |
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 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