+117.8%
FFIV vs SCCO
+682.0%
-564.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.0% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | -32.4% | -17.4% | -15.0% | -28.9% |
| 3M | -25.7% | -11.7% | -14.0% | -23.5% |
| 6M | -13.5% | -12.1% | -1.4% | -11.6% |
| YTD | +21.1% | +20.9% | +0.2% | +10.4% |
| 1Y | +29.4% | +31.3% | -1.9% | +15.0% |
| 3Y | +94.9% | +170.3% | -75.4% | +32.3% |
| 5Y | +34.7% | +240.8% | -206.1% | -18.3% |
| All | +117.8% | +682.0% | -564.2% | -8.4% |
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