+25.1%
BROS vs SCCO
+342.8%
-317.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -3.3% |
| 7D | -0.9% | +3.4% | -4.4% | -2.2% |
| 30D | -13.5% | +6.6% | -20.1% | -15.7% |
| 3M | -18.4% | +24.5% | -42.9% | -25.6% |
| 6M | -10.6% | +16.5% | -27.1% | -17.4% |
| YTD | -25.1% | +52.1% | -77.2% | -39.3% |
| 1Y | -28.6% | +114.2% | -142.8% | -50.6% |
| 3Y | +65.6% | +207.4% | -141.9% | -7.4% |
| All | +25.1% | +342.8% | -317.7% | -38.3% |
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