+93.7%
FAST vs SCCO
+162.8%
-69.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | +2.1% | -4.8% | +6.9% | +2.5% |
| 30D | +6.9% | -15.8% | +22.6% | +8.3% |
| 3M | +4.8% | -10.9% | +15.8% | +5.5% |
| 6M | +19.8% | -5.1% | +24.9% | +19.4% |
| YTD | +34.9% | +23.2% | +11.7% | +29.9% |
| 1Y | +32.8% | +30.7% | +2.1% | +27.1% |
| 3Y | +93.7% | +164.1% | -70.3% | +67.8% |
| All | +93.7% | +162.8% | -69.0% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling