-48.4%
FSLY vs SCCO
+313.8%
-362.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | +3.4% |
| 7D | +7.5% | -2.7% | +10.2% | +8.7% |
| 30D | -21.1% | -0.2% | -20.9% | -21.3% |
| 3M | +21.8% | +17.8% | +4.0% | +11.6% |
| 6M | -0.1% | +2.3% | -2.4% | -3.1% |
| YTD | +123.1% | +41.6% | +81.5% | +73.8% |
| 1Y | +208.6% | +101.9% | +106.7% | +95.1% |
| 3Y | -1.3% | +186.2% | -187.4% | -52.7% |
| 5Y | -48.4% | +309.7% | -358.0% | -80.1% |
| All | -48.4% | +313.8% | -362.1% | -80.1% |
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