-68.4%
FLNC vs SCCO
+43.0%
-111.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.9% | +8.3% | +8.7% |
| 7D | -2.1% | -7.9% | +5.8% | +4.2% |
| 30D | -20.8% | -13.0% | -7.8% | -11.9% |
| 3M | -61.3% | -6.9% | -54.5% | -59.9% |
| 6M | -50.9% | +11.0% | -61.8% | -54.3% |
| YTD | -69.4% | +30.3% | -99.6% | -81.3% |
| 1Y | -68.4% | +45.0% | -113.4% | -83.9% |
| All | -68.4% | +43.0% | -111.4% | -83.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling