+6,182.4%
FIX vs SCCO
+1,108.1%
+5,074.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | +1.6% |
| 7D | +0.7% | -2.7% | +3.4% | +1.7% |
| 30D | -5.7% | -0.2% | -5.5% | -6.2% |
| 3M | -7.4% | +17.8% | -25.2% | -14.4% |
| 6M | +15.1% | +2.3% | +12.8% | +12.2% |
| YTD | +70.7% | +41.6% | +29.1% | +44.5% |
| 1Y | +111.9% | +101.9% | +10.1% | +54.6% |
| 3Y | +759.5% | +186.2% | +573.3% | +422.0% |
| 5Y | +2,164.4% | +309.7% | +1,854.7% | +1,016.7% |
| All | +6,182.4% | +1,108.1% | +5,074.3% | +1,768.1% |
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