+213.1%
URI vs SCCO
+275.1%
-62.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.7% |
| 7D | +2.6% | -2.4% | +5.0% | +3.5% |
| 30D | +9.1% | -16.5% | +25.5% | +15.3% |
| 3M | +1.0% | -10.4% | +11.3% | +3.8% |
| 6M | +23.3% | -2.8% | +26.1% | +21.5% |
| YTD | +43.3% | +27.2% | +16.1% | +21.1% |
| 1Y | +35.9% | +33.6% | +2.3% | +12.3% |
| 3Y | +158.6% | +182.4% | -23.7% | +40.4% |
| 5Y | +213.1% | +262.8% | -49.6% | +45.2% |
| All | +213.1% | +275.1% | -62.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling