+539.5%
STRL vs SCCO
+199.6%
+339.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +8.2% | +2.4% | +5.8% | +6.6% |
| 30D | -6.3% | +6.4% | -12.7% | -10.2% |
| 3M | -41.2% | +21.6% | -62.8% | -47.9% |
| 6M | +20.4% | +13.4% | +7.0% | +10.7% |
| YTD | +61.7% | +52.6% | +9.1% | +29.4% |
| 1Y | +72.7% | +122.4% | -49.7% | +18.0% |
| All | +539.5% | +199.6% | +339.9% | +267.8% |
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