+368.8%
SNXX vs SCCO
+6.3%
+362.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.7% | -6.5% |
| 7D | -12.0% | -2.7% | -9.4% | -8.6% |
| 30D | +37.9% | -0.7% | +38.7% | +31.4% |
| 3M | -52.7% | +8.1% | -60.8% | -56.7% |
| 6M | +194.8% | +4.1% | +190.7% | +197.2% |
| All | +368.8% | +6.3% | +362.5% | +402.6% |
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