+25.0%
FLEX vs SCCO
+43.0%
-18.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.9% | -14.3% | -13.6% |
| 7D | -17.0% | -7.9% | -9.1% | -12.3% |
| 30D | -33.8% | -13.0% | -20.9% | -27.0% |
| 3M | -39.0% | -6.9% | -32.2% | -36.4% |
| 6M | -15.9% | +11.0% | -26.9% | -22.0% |
| YTD | +27.8% | +30.3% | -2.4% | -2.1% |
| 1Y | +25.0% | +45.0% | -20.0% | -15.4% |
| All | +25.0% | +43.0% | -18.0% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling