-42.8%
FIX vs SCCO
-4.4%
-38.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.3% |
| 7D | +6.4% | -2.4% | +8.8% | +8.1% |
| 30D | -29.1% | -16.5% | -12.6% | -22.3% |
| 3M | -31.1% | -10.4% | -20.8% | -28.0% |
| 6M | -42.8% | -2.8% | -40.0% | -44.4% |
| All | -42.8% | -4.4% | -38.4% | -44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling