+351.3%
FERG vs SCCO
+1,104.1%
-752.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.6% | -2.7% | +0.1% | -2.1% |
| 30D | -8.9% | -0.7% | -8.2% | -9.0% |
| 3M | -2.0% | +8.1% | -10.1% | -4.1% |
| 6M | -3.2% | +4.1% | -7.3% | -5.1% |
| YTD | +1.5% | +41.1% | -39.6% | -6.8% |
| 1Y | +0.5% | +95.6% | -95.1% | -13.7% |
| 3Y | +50.4% | +179.3% | -128.8% | +18.8% |
| 5Y | +68.7% | +308.3% | -239.6% | +23.6% |
| All | +351.3% | +1,104.1% | -752.8% | +162.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling