+46.2%
FE vs SCCO
+339.1%
-292.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.0% |
| 7D | +0.6% | +3.4% | -2.8% | +0.4% |
| 30D | -2.1% | +6.6% | -8.8% | -2.6% |
| 3M | +2.6% | +24.5% | -21.9% | +1.1% |
| 6M | -6.8% | +16.5% | -23.3% | -8.1% |
| YTD | +6.9% | +52.1% | -45.2% | +2.8% |
| 1Y | +11.6% | +114.2% | -102.6% | +4.1% |
| 3Y | +47.7% | +207.4% | -159.7% | +29.5% |
| 5Y | +46.2% | +353.7% | -307.5% | +18.7% |
| All | +46.2% | +339.1% | -292.9% | +18.7% |
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