+376.5%
FIS vs SCCO
+28,618.3%
-28,241.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | -5.3% | +6.3% | +2.3% |
| 30D | -2.2% | +2.7% | -4.9% | -3.1% |
| 3M | +2.1% | +4.2% | -2.1% | 0.0% |
| 6M | -14.7% | -0.6% | -14.0% | -16.5% |
| YTD | -35.7% | +45.0% | -80.7% | -43.3% |
| 1Y | -37.1% | +109.3% | -146.4% | -49.5% |
| 3Y | -20.0% | +180.8% | -200.8% | -42.2% |
| 5Y | -62.1% | +314.3% | -376.4% | -75.7% |
| 10Y | -37.4% | +1,083.3% | -1,120.7% | -70.3% |
| All | +376.5% | +28,618.3% | -28,241.8% | +5.6% |
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