+1,239.9%
STM vs SCCO
+28,322.8%
-27,082.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.6% |
| 7D | +12.0% | -1.9% | +13.9% | +12.9% |
| 30D | -0.4% | -17.4% | +17.1% | +8.3% |
| 3M | -13.2% | -11.7% | -1.5% | -8.7% |
| 6M | -26.1% | -12.1% | -14.0% | -21.2% |
| YTD | +81.2% | +20.9% | +60.3% | +65.7% |
| 1Y | +98.3% | +31.3% | +67.0% | +75.3% |
| 3Y | +16.7% | +170.3% | -153.6% | -24.8% |
| 5Y | -4.8% | +240.8% | -245.6% | -45.4% |
| 10Y | +468.8% | +683.6% | -214.8% | +130.6% |
| All | +1,239.9% | +28,322.8% | -27,082.9% | +29.4% |
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