+46.1%
FE vs SCCO
+275.1%
-229.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.4% | -2.4% | +2.0% | -0.3% |
| 30D | +3.6% | -16.5% | +20.1% | +4.5% |
| 3M | +0.3% | -10.4% | +10.7% | +0.7% |
| 6M | +6.4% | -2.8% | +9.2% | +6.0% |
| YTD | +8.1% | +27.2% | -19.0% | +4.9% |
| 1Y | +4.6% | +33.6% | -29.0% | +1.0% |
| 3Y | +49.1% | +182.4% | -133.3% | +29.9% |
| 5Y | +46.1% | +262.8% | -216.6% | +19.2% |
| All | +46.1% | +275.1% | -229.0% | +19.2% |
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