+1,299.2%
SCCO vs STLA
+263.8%
+1,035.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -5.3% | +2.6% | -7.8% | -6.0% |
| 30D | +2.7% | -1.2% | +3.9% | +2.8% |
| 3M | +4.2% | -24.8% | +29.0% | +12.5% |
| 6M | -0.6% | -25.6% | +24.9% | +7.7% |
| YTD | +45.0% | -48.9% | +93.9% | +70.7% |
| 1Y | +109.3% | -38.8% | +148.1% | +132.6% |
| 3Y | +180.8% | -64.5% | +245.3% | +253.8% |
| 5Y | +314.3% | -62.4% | +376.7% | +403.5% |
| 10Y | +1,083.3% | +55.4% | +1,027.9% | +963.7% |
| All | +1,299.2% | +263.8% | +1,035.4% | +1,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling