-3.2%
FSLY vs SCCO
+178.0%
-181.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | +2.8% |
| 7D | +7.5% | -2.7% | +10.2% | +8.5% |
| 30D | -21.1% | -0.2% | -20.9% | -21.2% |
| 3M | +21.8% | +17.8% | +4.0% | +13.6% |
| 6M | -0.1% | +2.3% | -2.4% | -2.6% |
| YTD | +123.1% | +41.6% | +81.5% | +78.7% |
| 1Y | +208.6% | +101.9% | +106.7% | +104.3% |
| All | -3.2% | +178.0% | -181.2% | -51.4% |
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