+235.5%
FFIV vs SCCO
+1,108.1%
-872.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | +0.3% |
| 7D | +1.6% | -2.7% | +4.3% | +2.2% |
| 30D | -3.7% | -0.2% | -3.6% | -4.0% |
| 3M | +2.0% | +17.8% | -15.8% | -3.2% |
| 6M | +39.3% | +2.3% | +37.0% | +35.8% |
| YTD | +56.1% | +41.6% | +14.5% | +36.9% |
| 1Y | +22.0% | +101.9% | -79.9% | -4.4% |
| 3Y | +148.2% | +186.2% | -38.0% | +68.3% |
| 5Y | +96.3% | +309.7% | -213.3% | +14.3% |
| All | +235.5% | +1,108.1% | -872.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling