-49.5%
FLUT vs SCCO
+303.5%
-353.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -2.7% | +3.1% | +0.8% |
| 30D | +2.5% | -0.7% | +3.2% | +2.5% |
| 3M | -9.2% | +8.1% | -17.3% | -11.0% |
| 6M | -8.2% | +4.1% | -12.3% | -10.2% |
| YTD | -53.2% | +41.1% | -94.4% | -58.3% |
| 1Y | -65.6% | +95.6% | -161.1% | -71.8% |
| 3Y | -43.6% | +179.3% | -222.8% | -60.0% |
| All | -49.5% | +303.5% | -353.0% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling