+202.0%
SCCO vs FHN
+129.0%
+73.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +6.4% | -2.6% | +9.0% | +7.2% |
| 3M | +21.6% | 0.0% | +21.5% | +21.1% |
| 6M | +13.4% | +9.2% | +4.2% | +9.6% |
| YTD | +52.6% | +4.3% | +48.3% | +49.6% |
| 1Y | +122.4% | +10.8% | +111.6% | +113.0% |
| All | +202.0% | +129.0% | +73.0% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling