-50.3%
FND vs SCCO
+178.0%
-228.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | +0.9% |
| 7D | -5.1% | -2.7% | -2.4% | -4.4% |
| 30D | -22.5% | -0.2% | -22.4% | -23.0% |
| 3M | -5.0% | +17.8% | -22.8% | -11.5% |
| 6M | -21.5% | +2.3% | -23.8% | -24.0% |
| YTD | -23.0% | +41.6% | -64.6% | -35.5% |
| 1Y | -44.9% | +101.9% | -146.8% | -60.4% |
| All | -50.3% | +178.0% | -228.2% | -71.9% |
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