+105.6%
SCCO vs FDS
-17.4%
+123.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -1.2% |
| 7D | -5.3% | -1.9% | -3.4% | -5.6% |
| 30D | +0.9% | +9.0% | -8.1% | +3.1% |
| 3M | +2.4% | +18.9% | -16.4% | +7.7% |
| 6M | -2.4% | +35.1% | -37.5% | +6.4% |
| YTD | +42.4% | +5.5% | +36.9% | +47.2% |
| 1Y | +105.6% | -16.8% | +122.5% | +114.6% |
| All | +105.6% | -17.4% | +123.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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