+13,200.4%
FICO vs SCCO
+33,989.4%
-20,789.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.6% |
| 7D | -19.2% | -5.3% | -13.9% | -18.1% |
| 30D | -14.6% | +2.7% | -17.3% | -15.3% |
| 3M | -20.1% | +4.2% | -24.3% | -22.1% |
| 6M | -36.3% | -0.6% | -35.7% | -38.0% |
| YTD | -44.9% | +45.0% | -89.8% | -52.3% |
| 1Y | -38.6% | +109.3% | -147.9% | -52.3% |
| 3Y | +4.0% | +180.8% | -176.8% | -28.1% |
| 5Y | +99.5% | +314.3% | -214.7% | +20.2% |
| 10Y | +604.7% | +1,083.3% | -478.6% | +206.0% |
| All | +13,200.4% | +33,989.4% | -20,789.0% | +3,042.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling