-1.3%
FSLY vs SCCO
+177.0%
-178.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +12.5% | -2.7% | +15.1% | +13.5% |
| 30D | -18.8% | -0.7% | -18.1% | -18.7% |
| 3M | +22.7% | +8.1% | +14.6% | +18.5% |
| 6M | -3.7% | +4.1% | -7.8% | -6.6% |
| YTD | +127.5% | +41.1% | +86.4% | +82.5% |
| 1Y | +193.5% | +95.6% | +98.0% | +97.4% |
| 3Y | -1.3% | +179.3% | -180.6% | -50.4% |
| All | -1.3% | +177.0% | -178.4% | -50.4% |
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