+576.2%
FE vs SCCO
+28,024.6%
-27,448.4%
-55.7%
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% | -0.5% |
| 7D | +1.9% | -5.3% | +7.2% | +2.7% |
| 30D | -1.2% | +2.7% | -3.8% | -1.7% |
| 3M | +3.5% | +4.2% | -0.7% | +2.1% |
| 6M | -6.1% | -0.6% | -5.4% | -7.2% |
| YTD | +7.6% | +45.0% | -37.4% | -0.3% |
| 1Y | +11.9% | +109.3% | -97.4% | -2.5% |
| 3Y | +48.4% | +180.8% | -132.4% | +20.5% |
| 5Y | +44.8% | +314.3% | -269.5% | +7.9% |
| 10Y | +115.9% | +1,083.3% | -967.4% | +29.0% |
| All | +576.2% | +28,024.6% | -27,448.4% | +179.8% |
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