+62.8%
FDX vs SCCO
+210.1%
-147.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.7% |
| 7D | -3.3% | +3.4% | -6.8% | -4.1% |
| 30D | -1.4% | +6.6% | -8.0% | -3.1% |
| 3M | -4.5% | +24.5% | -29.0% | -9.8% |
| 6M | +9.4% | +16.5% | -7.1% | +3.9% |
| YTD | +36.0% | +52.1% | -16.1% | +19.3% |
| 1Y | +75.5% | +114.2% | -38.7% | +39.9% |
| 3Y | +62.8% | +207.4% | -144.6% | +9.5% |
| All | +62.8% | +210.1% | -147.3% | +9.5% |
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 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