+6,893.4%
URI vs SCCO
+34,986.3%
-28,092.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -2.0% | -5.3% | +3.3% | +0.4% |
| 30D | -12.9% | +2.7% | -15.6% | -14.4% |
| 3M | -6.7% | +4.2% | -10.9% | -10.4% |
| 6M | +19.0% | -0.6% | +19.6% | +14.7% |
| YTD | +25.5% | +45.0% | -19.4% | -1.1% |
| 1Y | +5.5% | +109.3% | -103.8% | -30.9% |
| 3Y | +111.3% | +180.8% | -69.5% | +15.6% |
| 5Y | +198.6% | +314.3% | -115.7% | +31.4% |
| 10Y | +1,179.9% | +1,083.3% | +96.6% | +252.1% |
| All | +6,893.4% | +34,986.3% | -28,092.9% | +515.3% |
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