+465.1%
STM vs SCCO
+682.0%
-216.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +2.0% |
| 7D | +12.0% | -1.9% | +13.9% | +13.2% |
| 30D | -0.4% | -17.4% | +17.1% | +11.3% |
| 3M | -13.2% | -11.7% | -1.5% | -7.3% |
| 6M | -26.1% | -12.1% | -14.0% | -20.0% |
| YTD | +81.2% | +20.9% | +60.3% | +58.6% |
| 1Y | +98.3% | +31.3% | +67.0% | +65.6% |
| 3Y | +16.7% | +170.3% | -153.6% | -38.0% |
| 5Y | -4.8% | +240.8% | -245.6% | -57.8% |
| All | +465.1% | +682.0% | -216.9% | +46.6% |
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