+15.6%
STM vs SCCO
+183.0%
-167.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.7% |
| 7D | +1.4% | -2.4% | +3.8% | +3.2% |
| 30D | -8.4% | -16.5% | +8.1% | +1.6% |
| 3M | -15.8% | -10.4% | -5.4% | -10.9% |
| 6M | -22.8% | -2.8% | -20.1% | -20.9% |
| YTD | +79.4% | +27.2% | +52.2% | +53.2% |
| 1Y | +97.0% | +33.6% | +63.4% | +63.5% |
| All | +15.6% | +183.0% | -167.4% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling