+6.9%
FPS vs SCCO
+14.1%
-7.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +5.3% | +2.4% | +2.9% | +3.5% |
| 30D | -17.6% | +6.4% | -24.0% | -21.7% |
| 3M | -45.8% | +21.6% | -67.3% | -53.5% |
| 6M | -10.1% | +13.4% | -23.5% | -17.7% |
| All | +6.9% | +14.1% | -7.3% | -4.0% |
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