+193.8%
SCCO vs FGI
-5.3%
+199.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | +2.7% | +65.4% | -62.7% | +2.5% |
| 3M | +4.2% | +23.5% | -19.3% | +4.2% |
| 6M | -0.6% | +60.5% | -61.2% | -1.5% |
| YTD | +45.0% | +30.0% | +15.0% | +43.8% |
| 1Y | +109.3% | +82.1% | +27.2% | +107.8% |
| All | +193.8% | -5.3% | +199.1% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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