+448.7%
FIX vs SCCO
+162.8%
+285.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.9% |
| 7D | -17.5% | -4.8% | -12.6% | -15.5% |
| 30D | -41.6% | -15.8% | -25.8% | -36.7% |
| 3M | -40.6% | -10.9% | -29.7% | -37.8% |
| 6M | -49.4% | -5.1% | -44.3% | -48.9% |
| YTD | +9.2% | +23.2% | -14.0% | -1.7% |
| 1Y | +6.5% | +30.7% | -24.2% | -6.2% |
| 3Y | +448.7% | +164.1% | +284.6% | +262.7% |
| All | +448.7% | +162.8% | +285.9% | +262.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling