+4,056.5%
FFIV vs SCCO
+28,691.5%
-24,635.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.9% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | -32.4% | -17.4% | -15.0% | -28.3% |
| 3M | -25.7% | -11.7% | -14.0% | -23.1% |
| 6M | -13.5% | -12.1% | -1.4% | -11.5% |
| YTD | +21.1% | +20.9% | +0.2% | +9.1% |
| 1Y | +29.4% | +31.3% | -1.9% | +13.4% |
| 3Y | +94.9% | +170.3% | -75.4% | +28.6% |
| 5Y | +34.7% | +240.8% | -206.1% | -20.5% |
| 10Y | +119.0% | +683.6% | -564.6% | -9.2% |
| All | +4,056.5% | +28,691.5% | -24,635.0% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling