+2,102.5%
FTI vs SCCO
+30,030.1%
-27,927.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | -2.3% | +2.4% | -4.8% | -3.6% |
| 30D | +5.0% | +6.4% | -1.4% | +1.0% |
| 3M | +13.8% | +21.6% | -7.7% | +1.0% |
| 6M | +22.9% | +13.4% | +9.5% | +10.0% |
| YTD | +75.0% | +52.6% | +22.4% | +32.0% |
| 1Y | +96.9% | +122.4% | -25.5% | +20.5% |
| 3Y | +276.7% | +208.5% | +68.3% | +83.9% |
| 5Y | +1,157.0% | +353.9% | +803.1% | +386.5% |
| 10Y | +310.7% | +1,187.3% | -876.6% | -7.5% |
| All | +2,102.5% | +30,030.1% | -27,927.6% | +88.2% |
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