+354.5%
STRL vs SCCO
+175.8%
+178.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.8% |
| 7D | +23.4% | +1.7% | +21.7% | +22.5% |
| 30D | -39.5% | -18.1% | -21.4% | -31.8% |
| 3M | -45.1% | -12.8% | -32.2% | -40.7% |
| 6M | -64.6% | -8.5% | -56.1% | -62.9% |
| YTD | -1.5% | +23.9% | -25.4% | -10.0% |
| 1Y | -20.8% | +30.0% | -50.8% | -29.0% |
| All | +354.5% | +175.8% | +178.7% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling