+125.0%
URI vs SCCO
+210.1%
-85.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.7% |
| 7D | +2.5% | +3.4% | -0.9% | +1.6% |
| 30D | -12.5% | +6.6% | -19.2% | -14.2% |
| 3M | -6.2% | +24.5% | -30.7% | -12.2% |
| 6M | +25.9% | +16.5% | +9.4% | +18.4% |
| YTD | +26.2% | +52.1% | -25.9% | +4.4% |
| 1Y | +5.5% | +114.2% | -108.7% | -24.5% |
| 3Y | +125.0% | +207.4% | -82.5% | +22.1% |
| All | +125.0% | +210.1% | -85.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling