+86.3%
FOXA vs SCCO
+710.5%
-624.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -5.4% | +2.4% | -7.9% | -6.0% |
| 30D | +1.1% | +6.4% | -5.3% | -0.6% |
| 3M | -6.1% | +21.6% | -27.7% | -11.4% |
| 6M | +8.2% | +13.4% | -5.2% | +2.8% |
| YTD | -11.8% | +52.6% | -64.4% | -24.3% |
| 1Y | +9.9% | +122.4% | -112.5% | -16.4% |
| 3Y | +110.7% | +208.5% | -97.7% | +37.0% |
| 5Y | +86.9% | +353.9% | -267.0% | +0.4% |
| All | +86.3% | +710.5% | -624.2% | -35.6% |
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