-6.3%
FTV vs SCCO
+177.0%
-183.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -4.0% | -2.7% | -1.3% | -3.6% |
| 30D | -11.0% | -0.7% | -10.3% | -11.1% |
| 3M | -8.4% | +8.1% | -16.5% | -10.1% |
| 6M | -2.6% | +4.1% | -6.7% | -4.4% |
| YTD | -0.6% | +41.1% | -41.7% | -11.2% |
| 1Y | +11.0% | +95.6% | -84.6% | -9.9% |
| 3Y | -6.3% | +179.3% | -185.6% | -33.6% |
| All | -6.3% | +177.0% | -183.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling