+258.5%
BN vs SCCO
+1,104.1%
-845.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -5.2% | -2.7% | -2.5% | -4.4% |
| 30D | -14.5% | -0.7% | -13.8% | -14.8% |
| 3M | -15.0% | +8.1% | -23.1% | -18.6% |
| 6M | -5.4% | +4.1% | -9.5% | -9.4% |
| YTD | -16.4% | +41.1% | -57.6% | -31.0% |
| 1Y | -16.2% | +95.6% | -111.8% | -40.3% |
| 3Y | +67.5% | +179.3% | -111.7% | -1.5% |
| 5Y | +34.1% | +308.3% | -274.2% | -35.1% |
| All | +258.5% | +1,104.1% | -845.6% | +13.0% |
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