-66.1%
FIS vs SCCO
+355.0%
-421.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.5% |
| 7D | -9.1% | +2.4% | -11.5% | -9.4% |
| 30D | -10.4% | +6.4% | -16.9% | -11.3% |
| 3M | -3.7% | +21.6% | -25.3% | -6.6% |
| 6M | -24.8% | +13.4% | -38.2% | -26.7% |
| YTD | -41.6% | +52.6% | -94.2% | -47.2% |
| 1Y | -42.7% | +122.4% | -165.1% | -52.8% |
| 3Y | -26.2% | +208.5% | -234.7% | -46.8% |
| 5Y | -66.1% | +353.9% | -420.0% | -79.1% |
| All | -66.1% | +355.0% | -421.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling