+309.7%
SCCO vs FDS
-28.1%
+337.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.8% | -1.4% | -6.9% |
| 7D | -2.7% | -16.0% | +13.3% | -1.7% |
| 30D | -0.2% | -6.7% | +6.6% | +0.2% |
| 3M | +17.8% | +6.0% | +11.8% | +16.9% |
| 6M | +2.3% | +25.1% | -22.8% | -1.2% |
| YTD | +41.6% | -8.1% | +49.7% | +44.8% |
| 1Y | +101.9% | -26.0% | +127.9% | +119.8% |
| 3Y | +186.2% | -36.4% | +222.6% | +223.8% |
| 5Y | +309.7% | -27.7% | +337.4% | +355.3% |
| All | +309.7% | -28.1% | +337.8% | +355.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling