+69.8%
FITB vs SCCO
+313.8%
-244.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +2.3% |
| 7D | -1.0% | -2.7% | +1.7% | -0.4% |
| 30D | -5.5% | -0.2% | -5.3% | -5.9% |
| 3M | +4.1% | +17.8% | -13.6% | -1.6% |
| 6M | +18.7% | +2.3% | +16.5% | +15.5% |
| YTD | +18.2% | +41.6% | -23.4% | +2.0% |
| 1Y | +23.7% | +101.9% | -78.2% | -5.9% |
| 3Y | +130.8% | +186.2% | -55.4% | +44.6% |
| 5Y | +69.8% | +309.7% | -239.9% | -11.8% |
| All | +69.8% | +313.8% | -244.0% | -11.8% |
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