+33.5%
BN vs SCCO
+313.8%
-280.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.0% | +1.2% |
| 7D | -5.9% | -2.7% | -3.2% | -5.2% |
| 30D | -15.1% | -0.2% | -14.9% | -15.5% |
| 3M | -14.6% | +17.8% | -32.3% | -20.5% |
| 6M | -8.4% | +2.3% | -10.7% | -11.3% |
| YTD | -16.8% | +41.6% | -58.4% | -31.0% |
| 1Y | -14.4% | +101.9% | -116.2% | -39.3% |
| 3Y | +70.1% | +186.2% | -116.1% | -1.3% |
| 5Y | +33.5% | +309.7% | -276.1% | -35.2% |
| All | +33.5% | +313.8% | -280.2% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling