+24.5%
BX vs SCCO
+177.0%
-152.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | -2.7% | -3.0% | -5.1% |
| 30D | -12.2% | -0.7% | -11.5% | -12.3% |
| 3M | +7.4% | +8.1% | -0.7% | +4.5% |
| 6M | +22.2% | +4.1% | +18.1% | +19.0% |
| YTD | -14.0% | +41.1% | -55.1% | -25.7% |
| 1Y | -27.3% | +95.6% | -122.8% | -44.6% |
| 3Y | +24.5% | +179.3% | -154.7% | -25.8% |
| All | +24.5% | +177.0% | -152.5% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling