+34.0%
FANG vs SCCO
+34.4%
-0.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -2.3% |
| 7D | -13.0% | -12.9% | -0.1% | -14.0% |
| 30D | -2.9% | -18.2% | +15.3% | -4.5% |
| 3M | -3.0% | -13.7% | +10.7% | -3.9% |
| 6M | -11.9% | +0.9% | -12.8% | -10.7% |
| YTD | +21.5% | +21.8% | -0.3% | +19.7% |
| 1Y | +34.0% | +30.5% | +3.5% | +30.0% |
| All | +34.0% | +34.4% | -0.5% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling