+39.1%
BP vs SCCO
+199.6%
-160.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +4.0% | +2.4% | +1.5% | +3.6% |
| 30D | +7.8% | +6.4% | +1.4% | +6.7% |
| 3M | +8.4% | +21.6% | -13.2% | +4.6% |
| 6M | +15.1% | +13.4% | +1.6% | +11.5% |
| YTD | +36.4% | +52.6% | -16.2% | +21.4% |
| 1Y | +40.9% | +122.4% | -81.5% | +12.2% |
| All | +39.1% | +199.6% | -160.6% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling