+2,519.9%
SNPS vs SCCO
+28,322.8%
-25,803.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | -5.2% | -17.4% | +12.3% | -1.0% |
| 3M | +10.6% | -11.7% | +22.2% | +13.4% |
| 6M | -10.6% | -12.1% | +1.5% | -8.9% |
| YTD | -3.1% | +20.9% | -24.0% | -9.6% |
| 1Y | +15.6% | +31.3% | -15.8% | +5.8% |
| 3Y | -12.9% | +170.3% | -183.3% | -33.9% |
| 5Y | +31.2% | +240.8% | -209.6% | -7.0% |
| 10Y | +663.4% | +683.6% | -20.3% | +334.5% |
| All | +2,519.9% | +28,322.8% | -25,803.0% | +532.9% |
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 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