-3.5%
BRO vs SCCO
+34.4%
-37.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.1% | -0.5% |
| 7D | +9.9% | -12.9% | +22.8% | +7.3% |
| 30D | +22.3% | -18.2% | +40.5% | +18.4% |
| 3M | +5.3% | -13.7% | +19.1% | +3.1% |
| 6M | +30.3% | +0.9% | +29.4% | +30.9% |
| YTD | -5.7% | +21.8% | -27.6% | -5.2% |
| 1Y | -3.5% | +30.5% | -34.0% | -2.4% |
| All | -3.5% | +34.4% | -37.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling