+16,011.1%
STX vs SCCO
+27,207.3%
-11,196.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | +2.4% | -5.3% | +7.6% | +4.5% |
| 30D | +1.4% | +2.7% | -1.3% | -0.3% |
| 3M | -8.2% | +4.2% | -12.4% | -10.1% |
| 6M | +127.0% | -0.6% | +127.7% | +125.2% |
| YTD | +209.1% | +45.0% | +164.2% | +164.7% |
| 1Y | +365.4% | +109.3% | +256.1% | +246.4% |
| 3Y | +1,135.4% | +180.8% | +954.6% | +693.1% |
| 5Y | +991.5% | +314.3% | +677.2% | +483.9% |
| 10Y | +3,695.8% | +1,083.3% | +2,612.5% | +1,171.3% |
| All | +16,011.1% | +27,207.3% | -11,196.2% | +1,823.6% |
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