+93.9%
FN vs SCCO
+169.0%
-75.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.5% | -4.9% | -6.0% |
| 7D | +0.3% | -1.9% | +2.2% | +1.7% |
| 30D | -16.5% | -17.4% | +0.9% | -7.2% |
| 3M | -42.1% | -11.7% | -30.4% | -38.1% |
| 6M | -52.9% | -12.1% | -40.8% | -49.7% |
| YTD | -28.0% | +20.9% | -48.8% | -35.2% |
| 1Y | -18.5% | +31.3% | -49.9% | -29.3% |
| 3Y | +93.9% | +170.3% | -76.4% | +26.0% |
| All | +93.9% | +169.0% | -75.1% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling