+2,139.2%
FISV vs SCCO
+33,197.0%
-31,057.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +2.0% |
| 7D | -7.2% | -2.7% | -4.5% | -6.8% |
| 30D | -7.2% | -0.2% | -7.0% | -7.5% |
| 3M | -8.2% | +17.8% | -25.9% | -12.2% |
| 6M | -17.7% | +2.3% | -19.9% | -19.7% |
| YTD | -27.2% | +41.6% | -68.8% | -34.7% |
| 1Y | -63.0% | +101.9% | -164.9% | -69.6% |
| 3Y | -59.8% | +186.2% | -245.9% | -70.4% |
| 5Y | -55.8% | +309.7% | -365.5% | -70.8% |
| 10Y | -2.4% | +1,094.2% | -1,096.7% | -51.4% |
| All | +2,139.2% | +33,197.0% | -31,057.8% | +388.6% |
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