+8,468.1%
FAST vs SCCO
+29,800.4%
-21,332.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | +4.3% | -2.4% | +6.7% | +4.8% |
| 30D | +8.3% | -16.5% | +24.8% | +13.0% |
| 3M | +6.5% | -10.4% | +16.8% | +8.5% |
| 6M | +29.5% | -2.8% | +32.3% | +27.8% |
| YTD | +41.3% | +27.2% | +14.1% | +27.6% |
| 1Y | +37.4% | +33.6% | +3.8% | +22.4% |
| 3Y | +98.5% | +182.4% | -83.9% | +38.3% |
| 5Y | +111.1% | +262.8% | -151.6% | +32.7% |
| 10Y | +548.6% | +724.4% | -175.8% | +208.7% |
| All | +8,468.1% | +29,800.4% | -21,332.3% | +1,747.9% |
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