+7,970.4%
STLD vs SCCO
+26,594.9%
-18,624.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +5.6% |
| 7D | -4.7% | -1.8% | -2.9% | -3.8% |
| 30D | -0.9% | -17.8% | +16.8% | +10.4% |
| 3M | -11.9% | -12.5% | +0.6% | -6.4% |
| 6M | +0.9% | -4.1% | +5.0% | -0.9% |
| YTD | +40.4% | +25.5% | +14.9% | +12.9% |
| 1Y | +56.6% | +31.0% | +25.6% | +22.3% |
| 3Y | +125.5% | +178.7% | -53.2% | +1.9% |
| 5Y | +292.8% | +279.7% | +13.2% | +42.1% |
| 10Y | +787.1% | +691.4% | +95.6% | +94.3% |
| All | +7,970.4% | +26,594.9% | -18,624.5% | +346.8% |
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 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