+21,834.5%
STRL vs SCCO
+29,038.2%
-7,203.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | +23.4% | +1.7% | +21.7% | +23.0% |
| 30D | -39.5% | -18.1% | -21.4% | -35.2% |
| 3M | -45.1% | -12.8% | -32.2% | -42.5% |
| 6M | -64.6% | -8.5% | -56.1% | -63.4% |
| YTD | -1.5% | +23.9% | -25.4% | -7.0% |
| 1Y | -20.8% | +30.0% | -50.8% | -26.1% |
| 3Y | +353.1% | +175.2% | +177.9% | +230.2% |
| 5Y | +942.9% | +249.4% | +693.5% | +594.2% |
| 10Y | +3,847.6% | +703.4% | +3,144.3% | +1,907.1% |
| All | +21,834.5% | +29,038.2% | -7,203.7% | +7,144.5% |
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