+49.5%
FND vs SCCO
+793.7%
-744.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.9% | -9.5% | -6.7% |
| 7D | +0.4% | +3.4% | -3.1% | -1.3% |
| 30D | -23.6% | +6.6% | -30.2% | -26.2% |
| 3M | +4.3% | +24.5% | -20.2% | -6.5% |
| 6M | -20.3% | +16.5% | -36.8% | -27.3% |
| YTD | -21.3% | +52.1% | -73.4% | -37.8% |
| 1Y | -45.4% | +114.2% | -159.5% | -63.6% |
| 3Y | -48.9% | +207.4% | -256.3% | -72.6% |
| 5Y | -61.0% | +353.7% | -414.8% | -83.6% |
| All | +49.5% | +793.7% | -744.1% | -52.3% |
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