-10.4%
FSLY vs SCCO
+756.7%
-767.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.9% | -0.6% | +2.1% |
| 7D | +3.5% | +3.4% | 0.0% | +1.8% |
| 30D | -6.4% | +6.6% | -13.0% | -9.2% |
| 3M | +10.9% | +24.5% | -13.6% | -0.6% |
| 6M | +6.7% | +16.5% | -9.8% | -1.9% |
| YTD | +111.1% | +52.1% | +59.0% | +63.4% |
| 1Y | +185.8% | +114.2% | +71.6% | +84.7% |
| 3Y | -6.6% | +207.4% | -214.0% | -51.9% |
| 5Y | -52.4% | +353.7% | -406.1% | -79.9% |
| All | -10.4% | +756.7% | -767.1% | -75.3% |
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