+74.7%
BND vs SCCO
+1,672.6%
-1,598.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.9% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | -1.2% | +17.8% | -19.0% | -1.2% |
| 6M | -2.0% | +2.3% | -4.2% | -2.0% |
| YTD | -1.2% | +41.6% | -42.8% | -1.1% |
| 1Y | -0.5% | +101.9% | -102.3% | -0.4% |
| 3Y | +12.4% | +186.2% | -173.8% | +12.6% |
| 5Y | -2.5% | +309.7% | -312.2% | -2.1% |
| 10Y | +15.0% | +1,094.2% | -1,079.3% | +16.4% |
| All | +74.7% | +1,672.6% | -1,598.0% | +73.9% |
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