+289.3%
FN vs SCCO
+316.1%
-26.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.7% | -5.3% | +3.6% | +0.6% |
| 30D | -22.0% | +2.7% | -24.7% | -23.1% |
| 3M | -43.0% | +4.2% | -47.2% | -44.2% |
| 6M | -27.7% | -0.6% | -27.1% | -28.3% |
| YTD | -10.5% | +45.0% | -55.5% | -24.4% |
| 1Y | +12.5% | +109.3% | -96.8% | -17.5% |
| 3Y | +153.8% | +180.8% | -27.0% | +65.0% |
| All | +289.3% | +316.1% | -26.8% | +119.6% |
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