+3,644.4%
FIX vs SCCO
+783.1%
+2,861.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | +0.8% |
| 7D | -13.9% | -1.8% | -12.1% | -13.1% |
| 30D | -35.5% | -17.8% | -17.8% | -29.6% |
| 3M | -33.9% | -12.5% | -21.4% | -30.3% |
| 6M | -43.3% | -4.1% | -39.2% | -42.9% |
| YTD | +18.7% | +25.5% | -6.8% | +5.8% |
| 1Y | +13.8% | +31.0% | -17.2% | -0.2% |
| 3Y | +495.0% | +178.7% | +316.2% | +264.3% |
| 5Y | +1,049.0% | +279.7% | +769.4% | +482.6% |
| 10Y | +3,644.4% | +691.4% | +2,953.0% | +1,140.5% |
| All | +3,644.4% | +783.1% | +2,861.3% | +1,140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling