+101.9%
SCCO vs BAH
-24.1%
+126.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.8% | -12.0% | -6.7% |
| 7D | -2.7% | +2.4% | -5.1% | -2.4% |
| 30D | -0.2% | -2.9% | +2.8% | -0.2% |
| 3M | +17.8% | -1.3% | +19.1% | +18.2% |
| 6M | +2.3% | -0.9% | +3.1% | +2.8% |
| YTD | +41.6% | -8.2% | +49.8% | +39.8% |
| 1Y | +101.9% | -24.0% | +125.9% | +107.4% |
| All | +101.9% | -24.1% | +126.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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