+83.5%
STLD vs SCCO
+121.0%
-37.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -2.8% | +2.4% | -5.3% | -3.5% |
| 30D | -10.4% | +6.4% | -16.8% | -12.1% |
| 3M | -10.6% | +21.6% | -32.2% | -16.0% |
| 6M | +32.7% | +13.4% | +19.3% | +25.7% |
| YTD | +42.8% | +52.6% | -9.8% | +24.6% |
| All | +83.5% | +121.0% | -37.4% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling