+12,471.5%
FIX vs SCCO
+23,297.8%
-10,826.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | -5.3% | +11.3% | +7.8% |
| 30D | -7.2% | +2.7% | -9.9% | -8.3% |
| 3M | -15.9% | +4.2% | -20.1% | -17.3% |
| 6M | +12.7% | -0.6% | +13.4% | +12.3% |
| YTD | +72.8% | +45.0% | +27.8% | +52.6% |
| 1Y | +122.9% | +109.3% | +13.6% | +75.8% |
| 3Y | +774.3% | +180.8% | +593.5% | +518.1% |
| 5Y | +2,049.5% | +314.3% | +1,735.2% | +1,211.2% |
| 10Y | +5,821.5% | +1,083.3% | +4,738.1% | +2,490.7% |
| All | +12,471.5% | +23,297.8% | -10,826.3% | +2,814.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling