+737.8%
SCCO vs URA
-31.1%
+769.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -5.3% | +1.1% | -6.3% | -5.8% |
| 30D | +2.7% | +7.4% | -4.7% | -1.1% |
| 3M | +4.2% | -8.4% | +12.6% | +9.0% |
| 6M | -0.6% | -12.7% | +12.1% | +6.5% |
| YTD | +45.0% | +7.8% | +37.2% | +39.9% |
| 1Y | +109.3% | +19.5% | +89.9% | +89.0% |
| 3Y | +180.8% | +116.4% | +64.4% | +79.4% |
| 5Y | +314.3% | +134.3% | +180.0% | +136.2% |
| 10Y | +1,083.3% | +359.3% | +724.1% | +334.3% |
| All | +737.8% | -31.1% | +769.0% | +589.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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