+655.9%
STM vs SCCO
+1,104.1%
-448.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.7% |
| 7D | -1.4% | -2.7% | +1.3% | -0.2% |
| 30D | -4.9% | -0.7% | -4.2% | -5.3% |
| 3M | -34.0% | +8.1% | -42.1% | -36.7% |
| 6M | +51.8% | +4.1% | +47.7% | +48.0% |
| YTD | +99.4% | +41.1% | +58.2% | +60.4% |
| 1Y | +99.1% | +95.6% | +3.5% | +33.1% |
| 3Y | +19.5% | +179.3% | -159.8% | -36.6% |
| 5Y | +19.5% | +308.3% | -288.8% | -51.1% |
| All | +655.9% | +1,104.1% | -448.2% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling