+33,174.6%
SCCO vs FHN
+305.1%
+32,869.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.3% |
| 7D | +3.4% | +2.7% | +0.8% | +2.5% |
| 30D | +6.6% | -3.1% | +9.7% | +7.5% |
| 3M | +24.5% | +2.3% | +22.1% | +23.3% |
| 6M | +16.5% | +9.7% | +6.8% | +13.0% |
| YTD | +52.1% | +4.7% | +47.4% | +49.6% |
| 1Y | +114.2% | +13.8% | +100.4% | +104.3% |
| 3Y | +207.4% | +131.6% | +75.9% | +127.9% |
| 5Y | +353.7% | +91.1% | +262.6% | +233.8% |
| 10Y | +1,144.5% | +126.6% | +1,017.9% | +709.7% |
| All | +33,174.6% | +305.1% | +32,869.5% | +19,099.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling