+256.9%
BNY vs SCCO
+303.5%
-46.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.3% | -2.7% | +1.3% | -0.9% |
| 30D | -0.2% | -0.7% | +0.6% | -0.4% |
| 3M | +14.9% | +8.1% | +6.8% | +12.1% |
| 6M | +40.0% | +4.1% | +35.9% | +36.4% |
| YTD | +42.0% | +41.1% | +0.8% | +26.5% |
| 1Y | +56.9% | +95.6% | -38.7% | +27.6% |
| 3Y | +289.9% | +179.3% | +110.6% | +171.5% |
| All | +256.9% | +303.5% | -46.6% | +108.9% |
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 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