+32.1%
SNOW vs SCCO
+495.5%
-463.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.8% |
| 7D | +4.9% | +3.4% | +1.5% | +3.8% |
| 30D | +1.5% | +6.6% | -5.1% | -0.5% |
| 3M | +39.5% | +24.5% | +15.0% | +30.1% |
| 6M | +85.9% | +16.5% | +69.4% | +74.5% |
| YTD | +52.9% | +52.1% | +0.8% | +28.6% |
| 1Y | +48.1% | +114.2% | -66.1% | +10.3% |
| 3Y | +102.2% | +207.4% | -105.3% | +26.4% |
| 5Y | +5.5% | +353.7% | -348.3% | -44.0% |
| All | +32.1% | +495.5% | -463.3% | -39.4% |
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 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