-51.4%
FPS vs SCCO
-12.1%
-39.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +2.1% |
| 7D | +13.6% | -1.9% | +15.5% | +16.5% |
| 30D | -32.4% | -17.4% | -14.9% | -19.2% |
| 3M | -41.1% | -11.7% | -29.4% | -33.4% |
| 6M | -51.4% | -12.1% | -39.3% | -45.2% |
| All | -51.4% | -12.1% | -39.3% | -45.2% |
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