+652.8%
FLEX vs SCCO
+722.6%
-69.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.1% |
| 7D | +2.2% | -2.4% | +4.6% | +4.2% |
| 30D | -32.6% | -16.5% | -16.2% | -25.1% |
| 3M | -35.5% | -10.4% | -25.1% | -31.3% |
| 6M | -45.6% | -2.8% | -42.8% | -44.9% |
| YTD | +30.7% | +27.2% | +3.5% | +14.2% |
| 1Y | +28.4% | +33.6% | -5.3% | +9.4% |
| 3Y | +301.7% | +182.4% | +119.3% | +120.3% |
| 5Y | +473.3% | +262.8% | +210.5% | +155.9% |
| All | +652.8% | +722.6% | -69.8% | +91.2% |
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 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