+1,033.9%
FLEX vs SCCO
+1,108.1%
-74.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.1% | -0.4% |
| 7D | +0.1% | -2.7% | +2.8% | +1.5% |
| 30D | -11.8% | -0.2% | -11.6% | -12.2% |
| 3M | -22.6% | +17.8% | -40.3% | -29.5% |
| 6M | +77.3% | +2.3% | +75.1% | +73.5% |
| YTD | +78.8% | +41.6% | +37.2% | +46.8% |
| 1Y | +86.1% | +101.9% | -15.8% | +27.3% |
| 3Y | +446.2% | +186.2% | +260.1% | +199.7% |
| 5Y | +689.7% | +309.7% | +380.0% | +234.8% |
| All | +1,033.9% | +1,108.1% | -74.2% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling