-5.1%
SNXX vs SCCO
-8.2%
+3.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -6.5% | -36.6% | -31.1% |
| 7D | -66.8% | -12.9% | -54.0% | -53.7% |
| 30D | -79.7% | -18.2% | -61.4% | -68.0% |
| 3M | -72.8% | -13.7% | -59.1% | -63.5% |
| 6M | -84.7% | +0.9% | -85.6% | -81.9% |
| All | -5.1% | -8.2% | +3.1% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling