+156.6%
STT vs SCCO
+303.5%
-146.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.4% | -2.7% | +2.2% | +0.2% |
| 30D | +1.7% | -0.7% | +2.4% | +1.5% |
| 3M | +17.9% | +8.1% | +9.8% | +14.2% |
| 6M | +55.3% | +4.1% | +51.2% | +50.3% |
| YTD | +52.7% | +41.1% | +11.5% | +31.7% |
| 1Y | +75.7% | +95.6% | -19.9% | +35.2% |
| 3Y | +197.9% | +179.3% | +18.7% | +90.0% |
| All | +156.6% | +303.5% | -146.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling