+142.5%
FFIV vs SCCO
+198.6%
-56.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.0% |
| 7D | -1.5% | +3.4% | -5.0% | -2.1% |
| 30D | -2.7% | +6.6% | -9.3% | -3.8% |
| 3M | -1.7% | +24.5% | -26.1% | -5.6% |
| 6M | +36.1% | +16.5% | +19.6% | +31.3% |
| YTD | +52.6% | +52.1% | +0.5% | +37.9% |
| 1Y | +21.5% | +114.2% | -92.7% | +1.1% |
| All | +142.5% | +198.6% | -56.1% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling