-59.7%
FICO vs SCCO
+27.6%
-87.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.9% |
| 7D | +1.4% | +1.7% | -0.3% | +1.6% |
| 30D | -0.8% | -18.1% | +17.3% | -3.1% |
| 3M | -31.3% | -12.8% | -18.5% | -32.2% |
| 6M | -33.9% | -8.5% | -25.5% | -33.5% |
| YTD | -57.6% | +23.9% | -81.5% | -59.2% |
| 1Y | -59.7% | +30.0% | -89.6% | -62.0% |
| All | -59.7% | +27.6% | -87.3% | -62.0% |
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