-44.6%
FLUT vs SCCO
+178.0%
-222.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | +0.1% |
| 7D | -3.6% | -2.7% | -0.9% | -3.3% |
| 30D | -0.3% | -0.2% | -0.2% | -0.4% |
| 3M | -12.6% | +17.8% | -30.4% | -14.7% |
| 6M | -8.0% | +2.3% | -10.2% | -8.9% |
| YTD | -54.1% | +41.6% | -95.7% | -58.4% |
| 1Y | -66.1% | +101.9% | -168.0% | -71.7% |
| All | -44.6% | +178.0% | -222.6% | -62.3% |
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