+890.0%
FN vs SCCO
+1,146.4%
-256.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.1% |
| 7D | +3.5% | +3.4% | +0.1% | +2.0% |
| 30D | -26.0% | +6.6% | -32.6% | -28.2% |
| 3M | -33.3% | +24.5% | -57.7% | -39.6% |
| 6M | -14.9% | +16.5% | -31.4% | -20.9% |
| YTD | -8.6% | +52.1% | -60.7% | -24.9% |
| 1Y | +12.3% | +114.2% | -101.9% | -20.0% |
| 3Y | +174.4% | +207.4% | -33.0% | +64.7% |
| 5Y | +296.4% | +353.7% | -57.3% | +94.1% |
| 10Y | +890.0% | +1,144.5% | -254.5% | +184.3% |
| All | +890.0% | +1,146.4% | -256.4% | +184.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling