+2,166.7%
SNPS vs SCCO
+33,989.4%
-31,822.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -11.0% | -5.3% | -5.8% | -9.9% |
| 30D | -1.7% | +2.7% | -4.4% | -2.4% |
| 3M | -20.4% | +4.2% | -24.6% | -21.6% |
| 6M | -8.6% | -0.6% | -8.0% | -9.8% |
| YTD | -16.2% | +45.0% | -61.1% | -24.8% |
| 1Y | -34.6% | +109.3% | -143.9% | -46.3% |
| 3Y | -14.5% | +180.8% | -195.2% | -35.6% |
| 5Y | +17.0% | +314.3% | -297.3% | -20.7% |
| 10Y | +560.0% | +1,083.3% | -523.3% | +243.6% |
| All | +2,166.7% | +33,989.4% | -31,822.7% | +426.5% |
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