+93.1%
FOXA vs SCCO
+303.5%
-210.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.8% | -2.7% | +3.4% | +1.1% |
| 30D | +5.0% | -0.7% | +5.8% | +4.9% |
| 3M | -3.0% | +8.1% | -11.1% | -4.7% |
| 6M | +14.8% | +4.1% | +10.7% | +12.7% |
| YTD | -8.9% | +41.1% | -50.0% | -16.5% |
| 1Y | +13.3% | +95.6% | -82.2% | -3.4% |
| 3Y | +115.4% | +179.3% | -63.8% | +63.3% |
| All | +93.1% | +303.5% | -210.4% | +31.9% |
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 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