+1,063.5%
SCCO vs FHN
+128.3%
+935.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.7% | -1.2% | -1.4% | -2.3% |
| 30D | -0.7% | -4.8% | +4.1% | +0.8% |
| 3M | +8.1% | -0.7% | +8.8% | +8.0% |
| 6M | +4.1% | +10.6% | -6.5% | +0.3% |
| YTD | +41.1% | +4.6% | +36.5% | +38.5% |
| 1Y | +95.6% | +11.4% | +84.2% | +87.0% |
| 3Y | +179.3% | +132.3% | +47.0% | +100.4% |
| 5Y | +308.3% | +90.2% | +218.1% | +185.1% |
| All | +1,063.5% | +128.3% | +935.2% | +534.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling