+19.7%
BROS vs SCCO
+310.8%
-291.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -5.8% | -2.7% | -3.1% | -5.0% |
| 30D | -14.0% | -0.7% | -13.2% | -14.1% |
| 3M | -32.5% | +8.1% | -40.6% | -35.1% |
| 6M | -14.9% | +4.1% | -19.0% | -18.1% |
| YTD | -28.3% | +41.1% | -69.4% | -40.3% |
| 1Y | -34.0% | +95.6% | -129.5% | -52.7% |
| 3Y | +63.0% | +179.3% | -116.3% | -5.5% |
| All | +19.7% | +310.8% | -291.1% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling