+1,186.2%
URI vs SCCO
+1,108.1%
+78.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.4% | -0.2% |
| 7D | -0.5% | -2.7% | +2.2% | +0.8% |
| 30D | -13.4% | -0.2% | -13.2% | -13.9% |
| 3M | -6.2% | +17.8% | -24.0% | -15.9% |
| 6M | +28.0% | +2.3% | +25.7% | +20.8% |
| YTD | +23.0% | +41.6% | -18.7% | -7.8% |
| 1Y | +5.5% | +101.9% | -96.3% | -37.1% |
| 3Y | +119.2% | +186.2% | -67.0% | -3.2% |
| 5Y | +201.0% | +309.7% | -108.6% | -2.8% |
| All | +1,186.2% | +1,108.1% | +78.1% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling