+195.6%
STT vs SCCO
+199.6%
-4.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.0% | +2.4% | -1.5% | +0.4% |
| 30D | +2.8% | +6.4% | -3.6% | +1.2% |
| 3M | +18.1% | +21.6% | -3.4% | +12.3% |
| 6M | +59.2% | +13.4% | +45.8% | +52.6% |
| YTD | +51.5% | +52.6% | -1.2% | +32.9% |
| 1Y | +75.7% | +122.4% | -46.7% | +39.4% |
| All | +195.6% | +199.6% | -4.0% | +104.0% |
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