+792.1%
FITB vs SCCO
+35,790.2%
-34,998.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.4% | +2.4% | -2.8% | -1.4% |
| 30D | -5.1% | +6.4% | -11.6% | -7.9% |
| 3M | +3.5% | +21.6% | -18.0% | -5.6% |
| 6M | +17.2% | +13.4% | +3.8% | +8.1% |
| YTD | +17.6% | +52.6% | -35.0% | -5.5% |
| 1Y | +23.4% | +122.4% | -99.0% | -15.6% |
| 3Y | +129.7% | +208.5% | -78.7% | +31.2% |
| 5Y | +68.4% | +353.9% | -285.5% | -20.7% |
| 10Y | +285.6% | +1,187.3% | -901.6% | +16.9% |
| All | +792.1% | +35,790.2% | -34,998.2% | +39.3% |
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