+7,883.4%
URI vs SCCO
+30,674.9%
-22,791.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.6% |
| 7D | +2.6% | -2.4% | +5.0% | +3.9% |
| 30D | +9.1% | -16.5% | +25.5% | +17.8% |
| 3M | +1.0% | -10.4% | +11.3% | +4.8% |
| 6M | +23.3% | -2.8% | +26.1% | +20.8% |
| YTD | +43.3% | +27.2% | +16.1% | +18.9% |
| 1Y | +35.9% | +33.6% | +2.3% | +10.1% |
| 3Y | +158.6% | +182.4% | -23.7% | +39.6% |
| 5Y | +213.1% | +262.8% | -49.6% | +46.0% |
| 10Y | +1,213.1% | +724.4% | +488.7% | +321.3% |
| All | +7,883.4% | +30,674.9% | -22,791.4% | +640.0% |
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