+3,786.6%
STRL vs SCCO
+701.7%
+3,084.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | +23.4% | +1.7% | +21.7% | +22.7% |
| 30D | -39.5% | -18.1% | -21.4% | -32.9% |
| 3M | -45.1% | -12.8% | -32.2% | -41.3% |
| 6M | -64.6% | -8.5% | -56.1% | -63.0% |
| YTD | -1.5% | +23.9% | -25.4% | -10.0% |
| 1Y | -20.8% | +30.0% | -50.8% | -28.9% |
| 3Y | +353.1% | +175.2% | +177.9% | +181.8% |
| 5Y | +942.9% | +249.4% | +693.5% | +460.0% |
| All | +3,786.6% | +701.7% | +3,084.9% | +1,258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling