+12,608.7%
BN vs SCCO
+35,670.2%
-23,061.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -4.1% |
| 7D | -1.2% | +3.4% | -4.6% | -2.4% |
| 30D | -10.9% | +6.6% | -17.5% | -13.1% |
| 3M | -11.1% | +24.5% | -35.6% | -18.0% |
| 6M | -4.4% | +16.5% | -20.9% | -10.8% |
| YTD | -14.1% | +52.1% | -66.3% | -27.7% |
| 1Y | -11.1% | +114.2% | -125.2% | -33.4% |
| 3Y | +75.6% | +207.4% | -131.9% | +14.3% |
| 5Y | +35.8% | +353.7% | -317.9% | -23.5% |
| 10Y | +261.6% | +1,144.5% | -882.9% | +42.9% |
| All | +12,608.7% | +35,670.2% | -23,061.5% | +2,161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling