+3.3%
SNOW vs SCCO
+303.5%
-300.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.4% | -2.7% | +0.2% | -1.9% |
| 30D | -1.0% | -0.7% | -0.3% | -1.2% |
| 3M | +36.9% | +8.1% | +28.8% | +32.7% |
| 6M | +83.4% | +4.1% | +79.2% | +77.5% |
| YTD | +50.0% | +41.1% | +8.8% | +27.6% |
| 1Y | +46.5% | +95.6% | -49.0% | +10.3% |
| 3Y | +93.3% | +179.3% | -85.9% | +19.7% |
| All | +3.3% | +303.5% | -300.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling