-41.2%
FIS vs SCCO
+1,104.1%
-1,145.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -9.0% | -2.7% | -6.3% | -8.6% |
| 30D | -9.0% | -0.7% | -8.3% | -9.3% |
| 3M | -0.5% | +8.1% | -8.6% | -3.1% |
| 6M | -23.1% | +4.1% | -27.2% | -25.3% |
| YTD | -41.5% | +41.1% | -82.6% | -48.3% |
| 1Y | -42.2% | +95.6% | -137.7% | -53.5% |
| 3Y | -26.3% | +179.3% | -205.6% | -48.7% |
| 5Y | -65.2% | +308.3% | -373.5% | -79.0% |
| All | -41.2% | +1,104.1% | -1,145.3% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling