+2,185.6%
FIX vs SCCO
+339.1%
+1,846.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +0.4% |
| 7D | +6.1% | +3.4% | +2.6% | +4.6% |
| 30D | -2.7% | +6.6% | -9.3% | -5.5% |
| 3M | -10.9% | +24.5% | -35.4% | -18.8% |
| 6M | +29.0% | +16.5% | +12.5% | +19.8% |
| YTD | +76.9% | +52.1% | +24.8% | +49.2% |
| 1Y | +130.7% | +114.2% | +16.6% | +73.3% |
| 3Y | +790.7% | +207.4% | +583.2% | +480.4% |
| 5Y | +2,185.6% | +353.7% | +1,831.8% | +1,194.1% |
| All | +2,185.6% | +339.1% | +1,846.5% | +1,194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling