+76.9%
FICO vs SCCO
+264.5%
-187.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.9% | -4.8% | +3.9% | -0.5% |
| 30D | +3.3% | -15.8% | +19.1% | +4.9% |
| 3M | -31.7% | -10.9% | -20.8% | -31.2% |
| 6M | -34.0% | -5.1% | -28.9% | -34.4% |
| YTD | -58.3% | +23.2% | -81.5% | -61.4% |
| 1Y | -57.9% | +30.7% | -88.6% | -61.6% |
| 3Y | -24.1% | +164.1% | -188.2% | -43.6% |
| All | +76.9% | +264.5% | -187.5% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling