-25.9%
STRL vs SCCO
+43.0%
-68.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.9% | -23.4% | -22.9% |
| 7D | -27.1% | -7.9% | -19.2% | -22.6% |
| 30D | -45.8% | -13.0% | -32.8% | -39.8% |
| 3M | -47.6% | -6.9% | -40.8% | -45.7% |
| 6M | -46.4% | +11.0% | -57.4% | -52.0% |
| YTD | -7.4% | +30.3% | -37.6% | -33.4% |
| 1Y | -25.9% | +45.0% | -70.8% | -53.7% |
| All | -25.9% | +43.0% | -68.8% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling