+1,092.8%
STX vs SCCO
+313.8%
+779.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.6% | +0.5% |
| 7D | +8.0% | -2.7% | +10.7% | +9.2% |
| 30D | +5.1% | -0.2% | +5.3% | +4.6% |
| 3M | +5.8% | +17.8% | -12.0% | -2.1% |
| 6M | +124.9% | +2.3% | +122.7% | +119.4% |
| YTD | +213.9% | +41.6% | +172.3% | +168.2% |
| 1Y | +350.4% | +101.9% | +248.5% | +237.6% |
| 3Y | +1,314.2% | +186.2% | +1,128.0% | +795.3% |
| 5Y | +1,092.8% | +309.7% | +783.1% | +509.9% |
| All | +1,092.8% | +313.8% | +779.0% | +509.9% |
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 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