+2,067.0%
FLUT vs SCCO
+30,198.4%
-28,131.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.2% |
| 7D | +3.8% | +3.4% | +0.4% | +3.6% |
| 30D | +6.3% | +6.6% | -0.3% | +5.7% |
| 3M | -4.0% | +24.5% | -28.5% | -5.9% |
| 6M | -10.3% | +16.5% | -26.8% | -11.9% |
| YTD | -53.2% | +52.1% | -105.3% | -55.2% |
| 1Y | -65.0% | +114.2% | -179.2% | -67.5% |
| 3Y | -43.9% | +207.4% | -251.3% | -49.6% |
| 5Y | -49.2% | +353.7% | -403.0% | -55.8% |
| 10Y | -9.2% | +1,144.5% | -1,153.7% | -25.3% |
| All | +2,067.0% | +30,198.4% | -28,131.4% | +1,607.0% |
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