-2.7%
BND vs SCCO
+303.5%
-306.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | -1.0% | -2.7% | +1.6% | -1.0% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -1.9% | +8.1% | -10.0% | -2.1% |
| 6M | -1.6% | +4.1% | -5.7% | -1.9% |
| YTD | -1.2% | +41.1% | -42.4% | -2.1% |
| 1Y | -0.7% | +95.6% | -96.3% | -2.3% |
| 3Y | +12.5% | +179.3% | -166.7% | +9.4% |
| All | -2.7% | +303.5% | -306.2% | -6.2% |
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