+74.7%
STT vs SCCO
+105.9%
-31.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.5% | -5.3% | +5.7% | +1.4% |
| 30D | +3.9% | +0.9% | +3.0% | +3.5% |
| 3M | +20.0% | +2.4% | +17.5% | +18.6% |
| 6M | +55.3% | -2.4% | +57.7% | +53.8% |
| YTD | +53.3% | +42.4% | +10.9% | +37.4% |
| 1Y | +74.7% | +105.6% | -31.0% | +51.1% |
| All | +74.7% | +105.9% | -31.2% | +51.1% |
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 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