+15.3%
BTDR vs SCCO
+292.8%
-277.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.2% | +0.7% | -2.2% |
| 7D | -3.2% | -2.7% | -0.5% | -1.6% |
| 30D | +32.7% | -0.2% | +32.9% | +33.4% |
| 3M | -28.4% | +17.8% | -46.1% | -34.1% |
| 6M | +51.7% | +2.3% | +49.5% | +51.8% |
| YTD | +2.9% | +41.6% | -38.7% | -12.5% |
| 1Y | -15.5% | +101.9% | -117.4% | -37.9% |
| 3Y | 0.0% | +186.2% | -186.2% | -33.2% |
| 5Y | +16.5% | +309.7% | -293.2% | -22.5% |
| All | +15.3% | +292.8% | -277.5% | -23.8% |
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 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