+9,359.7%
FTNT vs SCCO
+1,084.1%
+8,275.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.7% | +2.4% | -0.7% | +1.0% |
| 30D | -4.3% | +6.4% | -10.7% | -6.2% |
| 3M | +13.6% | +21.6% | -8.0% | +6.5% |
| 6M | +87.6% | +13.4% | +74.2% | +76.9% |
| YTD | +98.0% | +52.6% | +45.4% | +67.9% |
| 1Y | +96.9% | +122.4% | -25.5% | +47.6% |
| 3Y | +145.4% | +208.5% | -63.1% | +57.2% |
| 5Y | +153.0% | +353.9% | -200.9% | +38.1% |
| 10Y | +2,098.3% | +1,187.3% | +911.0% | +684.8% |
| All | +9,359.7% | +1,084.1% | +8,275.6% | +3,047.3% |
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