-80.8%
FIG vs SCCO
+133.6%
-214.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +0.1% |
| 7D | -12.2% | -2.7% | -9.5% | -12.3% |
| 30D | -11.0% | -0.2% | -10.8% | -10.8% |
| 3M | +11.9% | +17.8% | -5.9% | +13.7% |
| 6M | -21.9% | +2.3% | -24.2% | -20.7% |
| YTD | -40.8% | +41.6% | -82.4% | -48.7% |
| 1Y | -56.6% | +101.9% | -158.5% | -63.4% |
| All | -80.8% | +133.6% | -214.4% | -82.8% |
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