+180.2%
SCCO vs FLR
+52.3%
+127.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.3% | -4.9% | -6.4% |
| 7D | -2.7% | -6.9% | +4.2% | -0.1% |
| 30D | -0.2% | +1.1% | -1.3% | -0.7% |
| 3M | +17.8% | +14.3% | +3.4% | +11.0% |
| 6M | +2.3% | +19.1% | -16.9% | -5.8% |
| YTD | +41.6% | +35.1% | +6.5% | +24.5% |
| 1Y | +101.9% | +29.5% | +72.4% | +79.6% |
| All | +180.2% | +52.3% | +127.8% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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