+22.6%
BROS vs SCCO
+344.3%
-321.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -6.6% | +2.4% | -9.0% | -7.4% |
| 30D | -12.3% | +6.4% | -18.8% | -14.5% |
| 3M | -22.2% | +21.6% | -43.8% | -28.4% |
| 6M | -14.3% | +13.4% | -27.7% | -20.0% |
| YTD | -26.6% | +52.6% | -79.2% | -40.6% |
| 1Y | -31.5% | +122.4% | -153.9% | -53.3% |
| 3Y | +62.3% | +208.5% | -146.2% | -9.3% |
| All | +22.6% | +344.3% | -321.7% | -39.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling