+2,591.3%
FDX vs SCCO
+33,989.4%
-31,398.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.5% | -5.3% | +2.7% | -1.2% |
| 30D | +3.8% | +2.7% | +1.1% | +2.7% |
| 3M | -1.3% | +4.2% | -5.5% | -3.4% |
| 6M | +5.0% | -0.6% | +5.7% | +3.3% |
| YTD | +39.6% | +45.0% | -5.3% | +22.9% |
| 1Y | +81.1% | +109.3% | -28.2% | +43.5% |
| 3Y | +63.0% | +180.8% | -117.7% | +16.0% |
| 5Y | +65.6% | +314.3% | -248.7% | +3.2% |
| 10Y | +183.4% | +1,083.3% | -900.0% | +30.3% |
| All | +2,591.3% | +33,989.4% | -31,398.0% | +550.9% |
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