+3,689.8%
FN vs SCCO
+1,254.6%
+2,435.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.7% | -5.3% | +3.6% | +0.5% |
| 30D | -22.0% | +2.7% | -24.7% | -23.1% |
| 3M | -43.0% | +4.2% | -47.2% | -44.1% |
| 6M | -27.7% | -0.6% | -27.1% | -28.0% |
| YTD | -10.5% | +45.0% | -55.5% | -24.5% |
| 1Y | +12.5% | +109.3% | -96.8% | -18.1% |
| 3Y | +153.8% | +180.8% | -27.0% | +60.5% |
| 5Y | +288.0% | +314.3% | -26.3% | +101.6% |
| 10Y | +906.4% | +1,083.3% | -176.9% | +219.1% |
| All | +3,689.8% | +1,254.6% | +2,435.2% | +963.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling