+50.3%
BP vs SCCO
+169.0%
-118.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.2% |
| 7D | +3.8% | -1.9% | +5.7% | +4.0% |
| 30D | -5.3% | -17.4% | +12.1% | -3.2% |
| 3M | +9.3% | -11.7% | +20.9% | +10.2% |
| 6M | +7.2% | -12.1% | +19.3% | +7.6% |
| YTD | +38.0% | +20.9% | +17.2% | +26.2% |
| 1Y | +33.2% | +31.3% | +1.9% | +19.1% |
| 3Y | +50.3% | +170.3% | -120.0% | +11.5% |
| All | +50.3% | +169.0% | -118.7% | +11.5% |
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