+33,399.1%
SCCO vs FDS
+9,090.7%
+24,308.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.2% | +6.2% |
| 7D | +3.4% | -5.4% | +8.8% | +5.0% |
| 30D | +6.6% | +1.6% | +5.0% | +5.7% |
| 3M | +24.5% | +17.7% | +6.7% | +16.3% |
| 6M | +16.5% | +29.1% | -12.6% | +4.2% |
| YTD | +52.1% | +1.0% | +51.1% | +45.0% |
| 1Y | +114.2% | -21.6% | +135.8% | +119.3% |
| 3Y | +207.4% | -30.1% | +237.5% | +224.0% |
| 5Y | +353.7% | -20.7% | +374.5% | +352.6% |
| 10Y | +1,144.5% | +78.3% | +1,066.2% | +834.2% |
| All | +33,399.1% | +9,090.7% | +24,308.4% | +13,530.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling