+58.5%
STLD vs SCCO
+32.2%
+26.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | -0.1% | -16.5% | +16.4% | +4.9% |
| 3M | -9.2% | -10.4% | +1.2% | -6.9% |
| 6M | +1.8% | -2.8% | +4.5% | +0.9% |
| YTD | +42.1% | +27.2% | +15.0% | +25.7% |
| 1Y | +58.5% | +33.6% | +24.9% | +36.1% |
| All | +58.5% | +32.2% | +26.3% | +36.1% |
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