+524.1%
FAST vs SCCO
+1,159.3%
-635.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +2.4% | -0.7% | +1.2% |
| 30D | -6.4% | +6.4% | -12.9% | -8.0% |
| 3M | +5.3% | +21.6% | -16.2% | -0.2% |
| 6M | +5.4% | +13.4% | -8.0% | +0.6% |
| YTD | +23.6% | +52.6% | -29.1% | +8.1% |
| 1Y | +4.1% | +122.4% | -118.3% | -18.3% |
| 3Y | +92.4% | +208.5% | -116.1% | +31.2% |
| 5Y | +106.1% | +353.9% | -247.8% | +18.4% |
| 10Y | +524.1% | +1,187.3% | -663.2% | +118.7% |
| All | +524.1% | +1,159.3% | -635.2% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling