+173.5%
FN vs SCCO
+264.5%
-91.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.5% | +11.1% |
| 7D | 0.0% | -4.8% | +4.8% | +2.4% |
| 30D | -34.3% | -15.8% | -18.5% | -28.7% |
| 3M | -39.9% | -10.9% | -28.9% | -36.6% |
| 6M | -51.8% | -5.1% | -46.7% | -50.7% |
| YTD | -28.1% | +23.2% | -51.4% | -34.9% |
| 1Y | -29.1% | +30.7% | -59.8% | -37.0% |
| 3Y | +102.4% | +164.1% | -61.6% | +35.1% |
| All | +173.5% | +264.5% | -91.0% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling