+1,395.3%
STM vs SCCO
+33,989.4%
-32,594.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | -5.3% | +11.1% | +8.2% |
| 30D | -1.0% | +2.7% | -3.7% | -2.4% |
| 3M | -33.3% | +4.2% | -37.5% | -34.0% |
| 6M | +57.4% | -0.6% | +58.0% | +58.1% |
| YTD | +102.2% | +45.0% | +57.2% | +71.0% |
| 1Y | +99.6% | +109.3% | -9.7% | +44.5% |
| 3Y | +14.5% | +180.8% | -166.3% | -27.7% |
| 5Y | +21.4% | +314.3% | -292.9% | -36.3% |
| 10Y | +695.0% | +1,083.3% | -388.4% | +171.6% |
| All | +1,395.3% | +33,989.4% | -32,594.1% | +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 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