+47.7%
FND vs SCCO
+729.1%
-681.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -5.8% | -2.7% | -3.1% | -5.0% |
| 30D | -20.2% | -0.7% | -19.5% | -20.7% |
| 3M | -12.0% | +8.1% | -20.0% | -16.4% |
| 6M | -18.5% | +4.1% | -22.6% | -22.1% |
| YTD | -22.3% | +41.1% | -63.4% | -36.7% |
| 1Y | -47.6% | +95.6% | -143.2% | -63.8% |
| 3Y | -49.8% | +179.3% | -229.0% | -71.9% |
| 5Y | -63.0% | +308.3% | -371.3% | -83.7% |
| All | +47.7% | +729.1% | -681.4% | -51.4% |
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