+310.9%
SCCO vs FLR
+238.1%
+72.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -2.7% | -3.5% | +0.8% | -1.4% |
| 30D | -0.7% | +4.2% | -4.9% | -2.2% |
| 3M | +8.1% | +8.1% | 0.0% | +4.3% |
| 6M | +4.1% | +21.5% | -17.4% | -4.0% |
| YTD | +41.1% | +36.8% | +4.4% | +24.9% |
| 1Y | +95.6% | +31.2% | +64.4% | +74.9% |
| 3Y | +179.3% | +53.9% | +125.4% | +123.2% |
| All | +310.9% | +238.1% | +72.8% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling