-38.6%
FICO vs SCCO
+105.9%
-144.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.7% |
| 7D | -19.2% | -5.3% | -13.9% | -19.6% |
| 30D | -14.6% | +0.9% | -15.5% | -14.5% |
| 3M | -20.1% | +2.4% | -22.5% | -18.9% |
| 6M | -36.3% | -2.4% | -34.0% | -35.5% |
| YTD | -44.9% | +42.4% | -87.3% | -45.7% |
| 1Y | -38.6% | +105.6% | -144.3% | -44.2% |
| All | -38.6% | +105.9% | -144.6% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling