+73.7%
STT vs SCCO
+102.2%
-28.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | +0.9% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | +2.2% | -0.2% | +2.4% | +1.9% |
| 3M | +18.8% | +17.8% | +1.1% | +14.6% |
| 6M | +57.9% | +2.3% | +55.7% | +55.1% |
| YTD | +51.0% | +41.6% | +9.4% | +34.6% |
| All | +73.7% | +102.2% | -28.5% | +49.6% |
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