+62.9%
FDX vs SCCO
+355.0%
-292.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.3% | +2.4% | -4.8% | -3.0% |
| 30D | -4.9% | +6.4% | -11.3% | -6.7% |
| 3M | -6.5% | +21.6% | -28.0% | -11.5% |
| 6M | +6.7% | +13.4% | -6.7% | +1.6% |
| YTD | +33.9% | +52.6% | -18.8% | +16.7% |
| 1Y | +72.2% | +122.4% | -50.2% | +34.7% |
| 3Y | +60.2% | +208.5% | -148.2% | +10.4% |
| 5Y | +62.9% | +353.9% | -291.0% | -3.1% |
| All | +62.9% | +355.0% | -292.0% | -3.1% |
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