+3,553.2%
FIX vs SCCO
+682.0%
+2,871.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.3% |
| 7D | +9.4% | -1.9% | +11.3% | +10.5% |
| 30D | -27.8% | -17.4% | -10.4% | -21.2% |
| 3M | -35.6% | -11.7% | -23.9% | -32.2% |
| 6M | -45.2% | -12.1% | -33.1% | -42.6% |
| YTD | +19.5% | +20.9% | -1.4% | +8.4% |
| 1Y | +24.2% | +31.3% | -7.1% | +8.9% |
| 3Y | +494.2% | +170.3% | +323.8% | +268.6% |
| 5Y | +1,036.1% | +240.8% | +795.3% | +505.9% |
| All | +3,553.2% | +682.0% | +2,871.2% | +1,113.5% |
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