-63.2%
FLUT vs SCCO
+43.0%
-106.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.3% | -2.2% |
| 7D | +4.2% | -7.9% | +12.0% | +3.6% |
| 30D | +8.0% | -13.0% | +21.0% | +7.3% |
| 3M | -22.1% | -6.9% | -15.2% | -22.2% |
| 6M | -21.7% | +11.0% | -32.7% | -21.5% |
| YTD | -62.0% | +30.3% | -92.2% | -67.0% |
| 1Y | -63.2% | +45.0% | -108.2% | -70.7% |
| All | -63.2% | +43.0% | -106.1% | -70.7% |
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 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