+26,037.7%
SCCO vs SNY
+241.9%
+25,795.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -2.7% | -3.3% | +0.7% | -0.9% |
| 30D | -0.7% | -2.2% | +1.4% | +0.4% |
| 3M | +8.1% | -3.0% | +11.1% | +9.3% |
| 6M | +4.1% | +2.7% | +1.4% | +1.9% |
| YTD | +41.1% | -6.8% | +48.0% | +45.2% |
| 1Y | +95.6% | -5.3% | +100.8% | +98.4% |
| 3Y | +179.3% | -9.8% | +189.0% | +176.3% |
| 5Y | +308.3% | +9.7% | +298.6% | +247.6% |
| 10Y | +1,090.2% | +64.5% | +1,025.7% | +655.0% |
| All | +26,037.7% | +241.9% | +25,795.8% | +10,185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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