-34.8%
BROS vs SCCO
+109.6%
-144.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -6.7% | -5.3% | -1.4% | -5.7% |
| 30D | -29.1% | +2.7% | -31.7% | -29.4% |
| 3M | -16.7% | +4.2% | -20.9% | -17.7% |
| 6M | -11.6% | -0.6% | -11.0% | -13.9% |
| YTD | -23.9% | +45.0% | -68.9% | -30.0% |
| 1Y | -34.8% | +109.3% | -144.1% | -39.8% |
| All | -34.8% | +109.6% | -144.4% | -39.8% |
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