+912.2%
BX vs SCCO
+1,449.1%
-536.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -5.7% | +2.4% | -8.1% | -6.9% |
| 30D | -8.9% | +6.4% | -15.3% | -12.1% |
| 3M | +8.4% | +21.6% | -13.2% | -3.0% |
| 6M | +18.9% | +13.4% | +5.5% | +7.8% |
| YTD | -13.6% | +52.6% | -66.3% | -34.6% |
| 1Y | -22.4% | +122.4% | -144.8% | -52.3% |
| 3Y | +26.0% | +208.5% | -182.4% | -38.1% |
| 5Y | +18.8% | +353.9% | -335.1% | -54.3% |
| 10Y | +668.7% | +1,187.3% | -518.5% | +49.9% |
| All | +912.2% | +1,449.1% | -536.9% | +7.8% |
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