-77.7%
SNAP vs SCCO
+717.5%
-795.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +0.7% | -5.3% | +6.0% | +3.0% |
| 30D | +2.6% | +2.7% | 0.0% | +1.2% |
| 3M | -9.9% | +4.2% | -14.1% | -12.5% |
| 6M | +1.9% | -0.6% | +2.5% | -0.4% |
| YTD | -32.2% | +45.0% | -77.2% | -45.0% |
| 1Y | -22.8% | +109.3% | -132.2% | -47.2% |
| 3Y | -47.6% | +180.8% | -228.4% | -69.3% |
| 5Y | -92.7% | +314.3% | -407.0% | -96.5% |
| All | -77.7% | +717.5% | -795.1% | -91.5% |
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