+101.7%
FFIV vs SCCO
+183.0%
-81.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.6% |
| 7D | -2.9% | -2.4% | -0.6% | -2.5% |
| 30D | -32.4% | -16.5% | -16.0% | -30.3% |
| 3M | -22.7% | -10.4% | -12.3% | -21.3% |
| 6M | -10.7% | -2.8% | -7.9% | -10.7% |
| YTD | +25.4% | +27.2% | -1.8% | +16.9% |
| 1Y | +34.2% | +33.6% | +0.5% | +23.7% |
| All | +101.7% | +183.0% | -81.2% | +55.2% |
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