+7,520.0%
FAST vs SCCO
+33,989.4%
-26,469.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -0.4% | -5.3% | +4.9% | +1.0% |
| 30D | -0.8% | +2.7% | -3.4% | -1.7% |
| 3M | +5.8% | +4.2% | +1.5% | +3.5% |
| 6M | +8.0% | -0.6% | +8.6% | +6.0% |
| YTD | +25.6% | +45.0% | -19.3% | +10.5% |
| 1Y | +0.8% | +109.3% | -108.5% | -20.3% |
| 3Y | +86.1% | +180.8% | -94.7% | +30.7% |
| 5Y | +100.2% | +314.3% | -214.1% | +22.0% |
| 10Y | +494.2% | +1,083.3% | -589.1% | +158.3% |
| All | +7,520.0% | +33,989.4% | -26,469.3% | +1,499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling