+143.4%
STLD vs SCCO
+210.1%
-66.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -2.3% |
| 7D | +2.7% | +3.4% | -0.8% | +1.5% |
| 30D | -8.4% | +6.6% | -15.1% | -10.6% |
| 3M | -9.9% | +24.5% | -34.3% | -16.9% |
| 6M | +33.0% | +16.5% | +16.5% | +24.3% |
| YTD | +42.6% | +52.1% | -9.5% | +19.9% |
| 1Y | +80.8% | +114.2% | -33.4% | +34.0% |
| 3Y | +143.4% | +207.4% | -64.0% | +53.8% |
| All | +143.4% | +210.1% | -66.7% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling