+202.0%
SCCO vs BAH
-31.4%
+233.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.4% | -1.3% | +3.8% | +2.5% |
| 30D | +6.4% | -6.6% | +13.0% | +6.5% |
| 3M | +21.6% | -7.2% | +28.7% | +21.9% |
| 6M | +13.4% | -10.0% | +23.4% | +13.8% |
| YTD | +52.6% | -12.5% | +65.1% | +52.6% |
| 1Y | +122.4% | -27.9% | +150.3% | +126.6% |
| All | +202.0% | -31.4% | +233.4% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling