+2,615.5%
FDX vs SCCO
+28,322.8%
-25,707.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.2% |
| 7D | +5.2% | -1.9% | +7.1% | +5.7% |
| 30D | +11.3% | -17.4% | +28.7% | +16.6% |
| 3M | -4.1% | -11.7% | +7.6% | -1.9% |
| 6M | +9.6% | -12.1% | +21.8% | +11.3% |
| YTD | +40.9% | +20.9% | +20.0% | +29.3% |
| 1Y | +53.0% | +31.3% | +21.7% | +37.1% |
| 3Y | +74.1% | +170.3% | -96.2% | +24.3% |
| 5Y | +75.1% | +240.8% | -165.7% | +14.6% |
| 10Y | +156.9% | +683.6% | -526.7% | +30.6% |
| All | +2,615.5% | +28,322.8% | -25,707.3% | +584.4% |
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 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