+76.2%
FDX vs SCCO
+243.3%
-167.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.1% |
| 7D | +5.2% | -1.9% | +7.1% | +5.6% |
| 30D | +11.3% | -17.4% | +28.7% | +16.0% |
| 3M | -4.1% | -11.7% | +7.6% | -2.3% |
| 6M | +9.6% | -12.1% | +21.8% | +10.9% |
| YTD | +40.9% | +20.9% | +20.0% | +28.6% |
| 1Y | +53.0% | +31.3% | +21.7% | +36.4% |
| 3Y | +74.1% | +170.3% | -96.2% | +21.0% |
| All | +76.2% | +243.3% | -167.1% | +7.1% |
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