+180.2%
SCCO vs STLA
-66.9%
+247.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.2% |
| 7D | -2.7% | -3.8% | +1.1% | -1.5% |
| 30D | -0.2% | -3.1% | +2.9% | +0.6% |
| 3M | +17.8% | -19.6% | +37.4% | +26.3% |
| 6M | +2.3% | -23.5% | +25.7% | +11.9% |
| YTD | +41.6% | -51.5% | +93.1% | +75.4% |
| 1Y | +101.9% | -39.7% | +141.5% | +126.4% |
| All | +180.2% | -66.9% | +247.1% | +283.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling