+10.9%
FE vs SCCO
+113.5%
-102.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.5% |
| 7D | -0.2% | +2.4% | -2.6% | -0.1% |
| 30D | -1.2% | +6.4% | -7.6% | -1.1% |
| 3M | +1.7% | +21.6% | -19.9% | +1.7% |
| 6M | -7.5% | +13.4% | -20.9% | -7.7% |
| YTD | +6.3% | +52.6% | -46.3% | +7.0% |
| 1Y | +10.9% | +122.4% | -111.5% | +13.5% |
| All | +10.9% | +113.5% | -102.6% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling