+123.8%
STX vs SCCO
+43.0%
+80.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.1% | -9.3% |
| 7D | -20.2% | -7.9% | -12.3% | -16.2% |
| 30D | -37.2% | -13.0% | -24.2% | -31.8% |
| 3M | -34.1% | -6.9% | -27.2% | -32.2% |
| 6M | -24.5% | +11.0% | -35.4% | -30.9% |
| YTD | +102.9% | +30.3% | +72.7% | +38.1% |
| 1Y | +123.8% | +45.0% | +78.8% | +31.4% |
| All | +123.8% | +43.0% | +80.8% | +31.4% |
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