+106.8%
FAST vs SCCO
+339.1%
-232.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -1.1% |
| 7D | +1.3% | +3.4% | -2.2% | +0.8% |
| 30D | -4.7% | +6.6% | -11.4% | -5.6% |
| 3M | +7.9% | +24.5% | -16.6% | +4.5% |
| 6M | +7.4% | +16.5% | -9.1% | +4.4% |
| YTD | +25.1% | +52.1% | -27.0% | +16.2% |
| 1Y | +4.7% | +114.2% | -109.5% | -8.1% |
| 3Y | +94.7% | +207.4% | -112.7% | +56.0% |
| 5Y | +106.8% | +353.7% | -247.0% | +47.5% |
| All | +106.8% | +339.1% | -232.4% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling