+81.1%
FDX vs SCCO
+105.9%
-24.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.5% | -5.3% | +2.7% | -1.7% |
| 30D | +3.8% | +0.9% | +2.9% | +3.4% |
| 3M | -1.3% | +2.4% | -3.7% | -2.6% |
| 6M | +5.0% | -2.4% | +7.4% | +3.2% |
| YTD | +39.6% | +42.4% | -2.8% | +28.5% |
| 1Y | +81.1% | +105.6% | -24.5% | +65.4% |
| All | +81.1% | +105.9% | -24.8% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling