+21.1%
STM vs SCCO
+210.1%
-189.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -3.2% |
| 7D | +5.2% | +3.4% | +1.8% | +3.1% |
| 30D | -7.4% | +6.6% | -14.0% | -11.1% |
| 3M | -30.6% | +24.5% | -55.1% | -38.1% |
| 6M | +66.4% | +16.5% | +49.9% | +52.8% |
| YTD | +101.1% | +52.1% | +49.0% | +55.1% |
| 1Y | +97.4% | +114.2% | -16.8% | +25.0% |
| 3Y | +21.1% | +207.4% | -186.3% | -37.8% |
| All | +21.1% | +210.1% | -189.0% | -37.8% |
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 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