-39.3%
FICO vs SCCO
+114.2%
-153.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.5% |
| 7D | -15.4% | +3.4% | -18.9% | -15.2% |
| 30D | -10.4% | +6.6% | -17.0% | -9.8% |
| 3M | -22.7% | +24.5% | -47.2% | -20.7% |
| 6M | -36.8% | +16.5% | -53.3% | -35.1% |
| YTD | -44.8% | +52.1% | -96.9% | -45.3% |
| 1Y | -39.3% | +114.2% | -153.5% | -44.3% |
| All | -39.3% | +114.2% | -153.5% | -44.3% |
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