+2,072.5%
FTNT vs SCCO
+1,104.1%
+968.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -0.1% | -2.7% | +2.5% | +0.4% |
| 30D | -3.0% | -0.7% | -2.2% | -3.1% |
| 3M | +7.6% | +8.1% | -0.5% | +4.6% |
| 6M | +87.0% | +4.1% | +82.8% | +81.3% |
| YTD | +96.5% | +41.1% | +55.4% | +72.4% |
| 1Y | +92.9% | +95.6% | -2.6% | +53.0% |
| 3Y | +139.8% | +179.3% | -39.4% | +61.6% |
| 5Y | +151.3% | +308.3% | -157.0% | +44.7% |
| All | +2,072.5% | +1,104.1% | +968.4% | +840.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling