+1,226.4%
STM vs SCCO
+29,800.4%
-28,574.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.9% |
| 7D | +1.4% | -2.4% | +3.8% | +2.8% |
| 30D | -8.4% | -16.5% | +8.1% | -0.8% |
| 3M | -15.8% | -10.4% | -5.4% | -11.9% |
| 6M | -22.8% | -2.8% | -20.1% | -21.2% |
| YTD | +79.4% | +27.2% | +52.2% | +60.6% |
| 1Y | +97.0% | +33.6% | +63.4% | +72.8% |
| 3Y | +14.2% | +182.4% | -168.2% | -27.7% |
| 5Y | -4.5% | +262.8% | -267.2% | -46.6% |
| 10Y | +463.1% | +724.4% | -261.3% | +123.5% |
| All | +1,226.4% | +29,800.4% | -28,574.0% | +25.4% |
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