+309.7%
SCCO vs FHN
+87.6%
+222.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -8.0% | -7.4% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -0.2% | -2.6% | +2.5% | +0.4% |
| 3M | +17.8% | +0.8% | +16.9% | +17.3% |
| 6M | +2.3% | +9.2% | -7.0% | -0.1% |
| YTD | +41.6% | +5.1% | +36.5% | +39.6% |
| 1Y | +101.9% | +12.2% | +89.7% | +95.6% |
| 3Y | +186.2% | +132.4% | +53.8% | +136.2% |
| 5Y | +309.7% | +91.1% | +218.6% | +207.0% |
| All | +309.7% | +87.6% | +222.0% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling