-75.0%
FRSH vs SCCO
+340.7%
-415.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | +1.0% |
| 7D | -11.2% | -2.7% | -8.5% | -10.8% |
| 30D | -0.8% | -0.2% | -0.7% | -1.3% |
| 3M | +26.4% | +17.8% | +8.7% | +19.8% |
| 6M | +48.4% | +2.3% | +46.1% | +44.0% |
| YTD | -3.1% | +41.6% | -44.7% | -19.5% |
| 1Y | -8.7% | +101.9% | -110.6% | -35.3% |
| 3Y | -45.8% | +186.2% | -232.0% | -68.9% |
| All | -75.0% | +340.7% | -415.7% | -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 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