+8,004.3%
STLD vs SCCO
+26,258.0%
-18,253.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.7% |
| 7D | +6.9% | +1.7% | +5.1% | +5.6% |
| 30D | -1.5% | -18.1% | +16.6% | +10.1% |
| 3M | -9.7% | -12.8% | +3.1% | -3.9% |
| 6M | +2.3% | -8.5% | +10.8% | +3.4% |
| YTD | +41.0% | +23.9% | +17.1% | +14.2% |
| 1Y | +51.8% | +30.0% | +21.8% | +19.1% |
| 3Y | +126.4% | +175.2% | -48.8% | +3.1% |
| 5Y | +285.7% | +249.4% | +36.3% | +47.0% |
| 10Y | +792.7% | +703.4% | +89.4% | +93.7% |
| All | +8,004.3% | +26,258.0% | -18,253.8% | +352.0% |
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