+2,835.7%
FLEX vs SCCO
+29,038.2%
-26,202.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | 0.0% |
| 7D | +17.1% | +1.7% | +15.4% | +16.4% |
| 30D | -29.5% | -18.1% | -11.5% | -22.6% |
| 3M | -37.3% | -12.8% | -24.4% | -33.1% |
| 6M | -44.1% | -8.5% | -35.6% | -41.8% |
| YTD | +29.3% | +23.9% | +5.4% | +17.7% |
| 1Y | +24.2% | +30.0% | -5.8% | +10.9% |
| 3Y | +297.3% | +175.2% | +122.1% | +150.0% |
| 5Y | +446.2% | +249.4% | +196.8% | +198.6% |
| 10Y | +643.7% | +703.4% | -59.7% | +178.4% |
| All | +2,835.7% | +29,038.2% | -26,202.6% | +211.7% |
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