+665.4%
FICO vs SCCO
+1,159.3%
-493.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.3% |
| 7D | -10.6% | +2.4% | -13.0% | -11.1% |
| 30D | -6.3% | +6.4% | -12.8% | -7.9% |
| 3M | -19.7% | +21.6% | -41.3% | -24.5% |
| 6M | -31.8% | +13.4% | -45.2% | -35.5% |
| YTD | -41.8% | +52.6% | -94.5% | -50.8% |
| 1Y | -36.4% | +122.4% | -158.8% | -52.6% |
| 3Y | +9.3% | +208.5% | -199.2% | -30.9% |
| 5Y | +113.0% | +353.9% | -240.9% | +11.3% |
| 10Y | +665.4% | +1,187.3% | -521.8% | +154.5% |
| All | +665.4% | +1,159.3% | -493.9% | +154.5% |
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