-27.3%
BX vs SCCO
+101.5%
-128.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | -5.6% | -2.7% | -3.0% | -5.3% |
| 30D | -12.2% | -0.7% | -11.5% | -12.2% |
| 3M | +7.4% | +8.1% | -0.7% | +6.0% |
| 6M | +22.2% | +4.1% | +18.1% | +20.1% |
| YTD | -14.0% | +41.1% | -55.1% | -19.3% |
| 1Y | -27.3% | +95.6% | -122.8% | -31.3% |
| All | -27.3% | +101.5% | -128.8% | -31.3% |
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 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