-16.6%
BX vs SCCO
+105.9%
-122.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -4.4% | -5.3% | +0.9% | -3.7% |
| 30D | +0.1% | +0.9% | -0.8% | -0.1% |
| 3M | +16.0% | +2.4% | +13.6% | +14.8% |
| 6M | +21.6% | -2.4% | +24.0% | +19.7% |
| YTD | -8.9% | +42.4% | -51.3% | -15.1% |
| 1Y | -16.6% | +105.6% | -122.3% | -22.0% |
| All | -16.6% | +105.9% | -122.5% | -22.0% |
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