+3,524.4%
STZ vs SCCO
+33,989.4%
-30,465.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.9% | -5.3% | +3.3% | -1.0% |
| 30D | -1.9% | +2.7% | -4.6% | -2.5% |
| 3M | -6.2% | +4.2% | -10.4% | -7.7% |
| 6M | -14.0% | -0.6% | -13.4% | -15.2% |
| YTD | -5.1% | +45.0% | -50.1% | -13.0% |
| 1Y | -9.6% | +109.3% | -118.9% | -22.7% |
| 3Y | -47.2% | +180.8% | -228.0% | -58.1% |
| 5Y | -33.6% | +314.3% | -347.8% | -52.0% |
| 10Y | -9.8% | +1,083.3% | -1,093.1% | -47.7% |
| All | +3,524.4% | +33,989.4% | -30,465.0% | +1,344.1% |
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