+8,785.9%
BRO vs SCCO
+33,085.5%
-24,299.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -7.3% | -2.7% | -4.7% | -7.0% |
| 30D | -6.9% | -0.7% | -6.1% | -7.0% |
| 3M | +10.7% | +8.1% | +2.6% | +8.4% |
| 6M | -2.7% | +4.1% | -6.8% | -5.0% |
| YTD | -16.3% | +41.1% | -57.5% | -23.1% |
| 1Y | -29.1% | +95.6% | -124.6% | -38.7% |
| 3Y | -7.8% | +179.3% | -187.1% | -27.2% |
| 5Y | +18.7% | +308.3% | -289.6% | -14.2% |
| 10Y | +291.9% | +1,090.2% | -798.4% | +126.0% |
| All | +8,785.9% | +33,085.5% | -24,299.6% | +2,854.9% |
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