-75.0%
FRSH vs SCCO
+339.2%
-414.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -6.6% | -2.7% | -3.9% | -6.2% |
| 30D | +2.1% | -0.7% | +2.8% | +1.8% |
| 3M | +29.0% | +8.1% | +20.9% | +25.1% |
| 6M | +48.6% | +4.1% | +44.5% | +43.4% |
| YTD | -2.9% | +41.1% | -44.1% | -19.3% |
| 1Y | -7.9% | +95.6% | -103.5% | -33.9% |
| 3Y | -46.5% | +179.3% | -225.8% | -69.0% |
| All | -75.0% | +339.2% | -414.2% | -88.8% |
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