+2,944.6%
STT vs SCCO
+35,670.2%
-32,725.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -3.1% |
| 7D | +2.2% | +3.4% | -1.3% | +0.8% |
| 30D | +3.9% | +6.6% | -2.7% | +0.9% |
| 3M | +19.2% | +24.5% | -5.3% | +8.3% |
| 6M | +60.4% | +16.5% | +43.9% | +47.1% |
| YTD | +51.5% | +52.1% | -0.7% | +23.2% |
| 1Y | +76.3% | +114.2% | -37.9% | +24.7% |
| 3Y | +200.7% | +207.4% | -6.7% | +76.2% |
| 5Y | +157.5% | +353.7% | -196.3% | +25.4% |
| 10Y | +262.0% | +1,144.5% | -882.5% | +15.0% |
| All | +2,944.6% | +35,670.2% | -32,725.6% | +307.1% |
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 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