-22.8%
SNAP vs SCCO
+105.9%
-128.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +0.7% | -5.3% | +6.0% | +2.0% |
| 30D | +2.6% | +0.9% | +1.7% | +2.3% |
| 3M | -9.9% | +2.4% | -12.3% | -10.6% |
| 6M | +1.9% | -2.4% | +4.2% | -0.4% |
| YTD | -32.2% | +42.4% | -74.7% | -40.6% |
| 1Y | -22.8% | +105.6% | -128.5% | -32.6% |
| All | -22.8% | +105.9% | -128.8% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling