+9,951.7%
FICO vs SCCO
+28,875.4%
-18,923.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -0.9% | -4.8% | +3.9% | +0.2% |
| 30D | +3.3% | -15.8% | +19.1% | +7.2% |
| 3M | -31.7% | -10.9% | -20.8% | -30.4% |
| 6M | -34.0% | -5.1% | -28.9% | -34.9% |
| YTD | -58.3% | +23.2% | -81.5% | -62.7% |
| 1Y | -57.9% | +30.7% | -88.6% | -63.0% |
| 3Y | -24.1% | +164.1% | -188.2% | -47.2% |
| 5Y | +85.3% | +271.3% | -186.0% | +13.9% |
| 10Y | +520.3% | +860.5% | -340.2% | +181.8% |
| All | +9,951.7% | +28,875.4% | -18,923.7% | +2,353.3% |
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