+1,315.5%
FERG vs SCCO
+1,150.0%
+165.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.9% | +2.4% | -1.5% | +0.5% |
| 30D | -15.1% | +6.4% | -21.5% | -15.9% |
| 3M | -4.8% | +21.6% | -26.4% | -7.7% |
| 6M | -2.5% | +13.4% | -15.9% | -4.8% |
| YTD | +1.8% | +52.6% | -50.8% | -4.8% |
| 1Y | -0.3% | +122.4% | -122.7% | -11.3% |
| 3Y | +52.9% | +208.5% | -155.5% | +29.8% |
| 5Y | +69.3% | +353.9% | -284.6% | +37.6% |
| 10Y | +352.7% | +1,187.3% | -834.6% | +244.6% |
| All | +1,315.5% | +1,150.0% | +165.5% | +1,024.6% |
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 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