-80.3%
FIG vs SCCO
+150.9%
-231.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.9% | -10.6% | -5.3% |
| 7D | -16.4% | +3.4% | -19.8% | -16.1% |
| 30D | -2.3% | +6.6% | -8.9% | -1.7% |
| 3M | +7.8% | +24.5% | -16.7% | +10.1% |
| 6M | -21.8% | +16.5% | -38.3% | -20.4% |
| YTD | -39.1% | +52.1% | -91.2% | -47.0% |
| 1Y | -56.6% | +114.2% | -170.8% | -63.4% |
| All | -80.3% | +150.9% | -231.2% | -82.3% |
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