+676.1%
SCCO vs STLA
-4.1%
+680.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.1% |
| 7D | -1.9% | -13.8% | +11.9% | +3.7% |
| 30D | -17.4% | -10.5% | -6.9% | -14.3% |
| 3M | -11.7% | -28.9% | +17.2% | -1.0% |
| 6M | -12.1% | -49.7% | +37.6% | +12.5% |
| YTD | +20.9% | -64.9% | +85.8% | +72.7% |
| 1Y | +31.3% | -64.0% | +95.4% | +85.1% |
| 3Y | +170.3% | -77.4% | +247.7% | +338.5% |
| 5Y | +240.8% | -74.4% | +315.2% | +405.7% |
| All | +676.1% | -4.1% | +680.2% | +667.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling