+99.1%
FFIV vs SCCO
+355.0%
-255.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.5% | +3.8% |
| 7D | +3.5% | +2.4% | +1.0% | +2.9% |
| 30D | -1.3% | +6.4% | -7.7% | -2.7% |
| 3M | +2.4% | +21.6% | -19.2% | -2.2% |
| 6M | +41.8% | +13.4% | +28.4% | +36.4% |
| YTD | +58.5% | +52.6% | +5.9% | +40.6% |
| 1Y | +24.3% | +122.4% | -98.0% | -0.1% |
| 3Y | +152.0% | +208.5% | -56.4% | +79.9% |
| 5Y | +99.1% | +353.9% | -254.8% | +22.6% |
| All | +99.1% | +355.0% | -255.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling