-37.5%
U vs SCCO
+498.0%
-535.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +0.3% |
| 7D | +4.5% | +3.4% | +1.0% | +2.7% |
| 30D | -0.6% | +6.6% | -7.2% | -4.3% |
| 3M | +48.4% | +24.5% | +23.9% | +31.0% |
| 6M | +115.4% | +16.5% | +98.9% | +93.1% |
| YTD | -3.2% | +52.1% | -55.3% | -27.2% |
| 1Y | -6.0% | +114.2% | -120.2% | -42.0% |
| 3Y | +13.5% | +207.4% | -194.0% | -44.3% |
| 5Y | -68.0% | +353.7% | -421.7% | -87.0% |
| All | -37.5% | +498.0% | -535.4% | -78.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling