-25.7%
FN vs SCCO
+43.0%
-68.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -7.1% |
| 7D | -7.0% | -7.9% | +0.9% | -2.6% |
| 30D | -24.7% | -13.0% | -11.7% | -18.4% |
| 3M | -35.7% | -6.9% | -28.8% | -33.5% |
| 6M | -52.4% | +11.0% | -63.4% | -55.6% |
| YTD | -25.0% | +30.3% | -55.2% | -48.0% |
| 1Y | -25.7% | +45.0% | -70.7% | -55.3% |
| All | -25.7% | +43.0% | -68.6% | -55.3% |
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 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