-48.5%
FPS vs SCCO
-3.6%
-44.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.5% | -7.3% | -7.5% |
| 7D | +21.6% | +1.7% | +19.9% | +21.0% |
| 30D | -38.8% | -18.1% | -20.7% | -26.6% |
| 3M | -42.1% | -12.8% | -29.3% | -34.0% |
| 6M | -48.5% | -8.5% | -40.0% | -44.0% |
| All | -48.5% | -3.6% | -44.9% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling