+2,717.7%
FLEX vs SCCO
+28,322.8%
-25,605.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.6% | -2.9% |
| 7D | +7.5% | -1.9% | +9.4% | +8.6% |
| 30D | -25.3% | -17.4% | -7.9% | -18.2% |
| 3M | -39.7% | -11.7% | -28.0% | -36.0% |
| 6M | -47.9% | -12.1% | -35.7% | -44.7% |
| YTD | +24.1% | +20.9% | +3.2% | +14.2% |
| 1Y | +26.0% | +31.3% | -5.4% | +12.0% |
| 3Y | +282.7% | +170.3% | +112.4% | +142.8% |
| 5Y | +424.2% | +240.8% | +183.4% | +189.8% |
| 10Y | +613.8% | +683.6% | -69.9% | +170.2% |
| All | +2,717.7% | +28,322.8% | -25,605.2% | +202.6% |
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