+50.4%
FERG vs SCCO
+177.0%
-126.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.1% |
| 3M | -2.0% | +8.1% | -10.1% | -4.6% |
| 6M | -3.2% | +4.1% | -7.3% | -5.7% |
| YTD | +1.5% | +41.1% | -39.6% | -9.3% |
| 1Y | +0.5% | +95.6% | -95.1% | -17.8% |
| 3Y | +50.4% | +179.3% | -128.8% | +8.6% |
| All | +50.4% | +177.0% | -126.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling