+7,802.5%
URI vs SCCO
+29,890.4%
-22,087.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.1% |
| 7D | +9.3% | +1.7% | +7.6% | +8.6% |
| 30D | +7.6% | -18.1% | +25.7% | +17.2% |
| 3M | +1.0% | -12.8% | +13.9% | +6.2% |
| 6M | +19.8% | -8.5% | +28.3% | +20.6% |
| YTD | +41.9% | +23.9% | +17.9% | +19.1% |
| 1Y | +33.4% | +30.0% | +3.4% | +9.3% |
| 3Y | +156.0% | +175.2% | -19.2% | +39.8% |
| 5Y | +209.5% | +249.4% | -39.8% | +46.8% |
| 10Y | +1,199.8% | +703.4% | +496.4% | +321.8% |
| All | +7,802.5% | +29,890.4% | -22,087.8% | +640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling