+1,122.7%
STLD vs SCCO
+1,159.3%
-36.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -2.8% | +2.4% | -5.3% | -4.2% |
| 30D | -10.4% | +6.4% | -16.8% | -13.9% |
| 3M | -10.6% | +21.6% | -32.2% | -21.2% |
| 6M | +32.7% | +13.4% | +19.3% | +19.4% |
| YTD | +42.8% | +52.6% | -9.8% | +5.5% |
| 1Y | +86.9% | +122.4% | -35.4% | +9.1% |
| 3Y | +143.8% | +208.5% | -64.7% | +6.6% |
| 5Y | +293.5% | +353.9% | -60.4% | +27.4% |
| 10Y | +1,122.7% | +1,187.3% | -64.6% | +87.8% |
| All | +1,122.7% | +1,159.3% | -36.7% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling