+826.4%
FN vs SCCO
+844.0%
-17.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.2% | +6.6% | +9.6% |
| 7D | +16.3% | -0.9% | +17.2% | +17.1% |
| 30D | -24.7% | -15.0% | -9.7% | -18.7% |
| 3M | -34.9% | -9.1% | -25.8% | -32.1% |
| 6M | -41.1% | -0.9% | -40.2% | -40.9% |
| YTD | -19.6% | +29.7% | -49.3% | -28.9% |
| 1Y | -18.5% | +38.2% | -56.7% | -29.4% |
| 3Y | +119.1% | +191.5% | -72.4% | +36.6% |
| 5Y | +206.9% | +281.7% | -74.8% | +64.7% |
| 10Y | +826.4% | +830.3% | -3.9% | +251.1% |
| All | +826.4% | +844.0% | -17.6% | +251.1% |
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