+627.9%
SCCO vs BAH
+1,076.0%
-448.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.3% |
| 30D | -17.4% | +20.8% | -38.2% | -21.1% |
| 3M | -11.7% | +11.6% | -23.2% | -14.4% |
| 6M | -12.1% | +23.1% | -35.2% | -17.3% |
| YTD | +20.9% | +5.3% | +15.6% | +16.1% |
| 1Y | +31.3% | +6.1% | +25.2% | +25.8% |
| 3Y | +170.3% | -27.5% | +197.8% | +175.9% |
| 5Y | +240.8% | +6.2% | +234.6% | +202.1% |
| 10Y | +683.6% | +202.2% | +481.4% | +388.6% |
| All | +627.9% | +1,076.0% | -448.1% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling