+1,972.8%
STX vs SCCO
+682.0%
+1,290.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.0% |
| 7D | +14.6% | -1.9% | +16.5% | +15.8% |
| 30D | -26.0% | -17.4% | -8.5% | -19.1% |
| 3M | -42.6% | -11.7% | -31.0% | -39.5% |
| 6M | -35.3% | -12.1% | -23.1% | -31.7% |
| YTD | +92.5% | +20.9% | +71.6% | +76.7% |
| 1Y | +102.4% | +31.3% | +71.0% | +79.9% |
| 3Y | +673.8% | +170.3% | +503.5% | +396.9% |
| 5Y | +463.1% | +240.8% | +222.3% | +216.1% |
| All | +1,972.8% | +682.0% | +1,290.9% | +728.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling