-29.8%
STZ vs SCCO
+243.3%
-273.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.9% |
| 7D | +2.6% | -1.9% | +4.5% | +2.7% |
| 30D | +15.2% | -17.4% | +32.6% | +16.8% |
| 3M | +7.6% | -11.7% | +19.3% | +8.1% |
| 6M | +5.3% | -12.1% | +17.4% | +5.3% |
| YTD | +8.6% | +20.9% | -12.2% | +3.4% |
| 1Y | +15.6% | +31.3% | -15.8% | +8.8% |
| 3Y | -35.2% | +170.3% | -205.5% | -45.6% |
| All | -29.8% | +243.3% | -273.1% | -43.4% |
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 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