+14.2%
STZ vs SCCO
+31.2%
-17.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +4.9% | -4.8% | +9.7% | +4.8% |
| 30D | +20.9% | -15.8% | +36.6% | +20.5% |
| 3M | +8.0% | -10.9% | +18.9% | +7.4% |
| 6M | -5.3% | -5.1% | -0.2% | -6.4% |
| YTD | +5.9% | +23.2% | -17.3% | -4.1% |
| 1Y | +14.2% | +30.7% | -16.5% | +3.2% |
| All | +14.2% | +31.2% | -17.0% | +3.2% |
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