+1,036.2%
FTI vs SCCO
+303.5%
+732.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.4% | -2.7% | -1.7% | -3.6% |
| 30D | +1.5% | -0.7% | +2.2% | +1.1% |
| 3M | +8.2% | +8.1% | +0.1% | +3.6% |
| 6M | +18.8% | +4.1% | +14.7% | +13.3% |
| YTD | +71.7% | +41.1% | +30.5% | +41.1% |
| 1Y | +90.0% | +95.6% | -5.5% | +33.0% |
| 3Y | +270.5% | +179.3% | +91.2% | +103.9% |
| All | +1,036.2% | +303.5% | +732.6% | +374.0% |
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 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