-83.4%
FRMI vs SCCO
+69.1%
-152.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | +2.7% |
| 7D | +10.9% | -2.7% | +13.6% | +13.1% |
| 30D | -24.3% | -0.2% | -24.1% | -24.1% |
| 3M | -21.8% | +17.8% | -39.5% | -30.4% |
| 6M | -33.0% | +2.3% | -35.3% | -34.9% |
| YTD | -32.6% | +41.6% | -74.2% | -54.3% |
| All | -83.4% | +69.1% | -152.5% | -89.7% |
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