-83.2%
FIG vs SCCO
+99.4%
-182.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.7% |
| 7D | +3.4% | -1.9% | +5.3% | +3.4% |
| 30D | -9.5% | -17.4% | +8.0% | -10.5% |
| 3M | -26.2% | -11.7% | -14.5% | -26.5% |
| 6M | +2.7% | -12.1% | +14.8% | +3.4% |
| YTD | -48.0% | +20.9% | -68.8% | -55.3% |
| 1Y | -52.0% | +31.3% | -83.4% | -60.5% |
| All | -83.2% | +99.4% | -182.5% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling