+8,153.7%
STLD vs SCCO
+30,736.8%
-22,583.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.1% | -5.3% | +8.4% | +6.4% |
| 30D | -9.0% | +2.7% | -11.7% | -11.0% |
| 3M | -12.4% | +4.2% | -16.6% | -16.7% |
| 6M | +25.5% | -0.6% | +26.1% | +20.6% |
| YTD | +43.6% | +45.0% | -1.4% | +7.2% |
| 1Y | +87.2% | +109.3% | -22.1% | +10.3% |
| 3Y | +135.2% | +180.8% | -45.5% | +7.2% |
| 5Y | +290.9% | +314.3% | -23.4% | +35.6% |
| 10Y | +1,113.5% | +1,083.3% | +30.1% | +109.8% |
| All | +8,153.7% | +30,736.8% | -22,583.1% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling