+19.8%
SNPS vs SCCO
+303.5%
-283.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | -3.6% | -0.7% | -2.9% | -3.7% |
| 3M | -12.9% | +8.1% | -21.0% | -15.3% |
| 6M | -8.2% | +4.1% | -12.3% | -10.6% |
| YTD | -15.4% | +41.1% | -56.5% | -26.0% |
| 1Y | -9.3% | +95.6% | -104.8% | -28.4% |
| 3Y | -14.0% | +179.3% | -193.2% | -41.2% |
| All | +19.8% | +303.5% | -283.7% | -29.9% |
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