+54.6%
FTI vs SCCO
+43.0%
+11.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.6% |
| 7D | -9.7% | -7.9% | -1.8% | -8.6% |
| 30D | -8.2% | -13.0% | +4.8% | -6.3% |
| 3M | -7.8% | -6.9% | -1.0% | -7.2% |
| 6M | -13.4% | +11.0% | -24.4% | -16.0% |
| YTD | +45.1% | +30.3% | +14.8% | +28.9% |
| 1Y | +54.6% | +45.0% | +9.6% | +33.7% |
| All | +54.6% | +43.0% | +11.6% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling