+348.4%
FIS vs SCCO
+30,034.3%
-29,685.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.9% | -10.8% | -7.0% |
| 7D | -3.5% | +3.4% | -6.9% | -4.3% |
| 30D | -7.8% | +6.6% | -14.4% | -9.5% |
| 3M | +0.8% | +24.5% | -23.7% | -5.1% |
| 6M | -21.9% | +16.5% | -38.4% | -26.3% |
| YTD | -39.5% | +52.1% | -91.6% | -47.3% |
| 1Y | -41.0% | +114.2% | -155.2% | -52.9% |
| 3Y | -23.6% | +207.4% | -231.0% | -46.0% |
| 5Y | -65.6% | +353.7% | -419.4% | -78.4% |
| 10Y | -40.2% | +1,144.5% | -1,184.7% | -72.0% |
| All | +348.4% | +30,034.3% | -29,685.8% | -1.7% |
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