-46.5%
FRSH vs SCCO
+177.0%
-223.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -6.6% | -2.7% | -3.9% | -6.4% |
| 30D | +2.1% | -0.7% | +2.8% | +2.0% |
| 3M | +29.0% | +8.1% | +20.9% | +27.3% |
| 6M | +48.6% | +4.1% | +44.5% | +46.5% |
| YTD | -2.9% | +41.1% | -44.1% | -15.3% |
| 1Y | -7.9% | +95.6% | -103.5% | -29.3% |
| 3Y | -46.5% | +179.3% | -225.8% | -68.0% |
| All | -46.5% | +177.0% | -223.6% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling