-43.7%
SNAP vs SCCO
+199.6%
-243.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -5.0% | +2.4% | -7.5% | -6.0% |
| 30D | -0.7% | +6.4% | -7.2% | -3.4% |
| 3M | -5.0% | +21.6% | -26.6% | -12.8% |
| 6M | +3.5% | +13.4% | -9.9% | -3.7% |
| YTD | -34.2% | +52.6% | -86.8% | -48.5% |
| 1Y | -27.1% | +122.4% | -149.4% | -53.3% |
| All | -43.7% | +199.6% | -243.4% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling