+282.7%
FLEX vs SCCO
+169.0%
+113.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.6% | -2.6% |
| 7D | +7.5% | -1.9% | +9.4% | +8.9% |
| 30D | -25.3% | -17.4% | -7.9% | -16.1% |
| 3M | -39.7% | -11.7% | -28.0% | -35.0% |
| 6M | -47.9% | -12.1% | -35.7% | -44.1% |
| YTD | +24.1% | +20.9% | +3.2% | +13.3% |
| 1Y | +26.0% | +31.3% | -5.4% | +10.7% |
| 3Y | +282.7% | +170.3% | +112.4% | +145.3% |
| All | +282.7% | +169.0% | +113.7% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling