+54.5%
USAR vs SCCO
+202.2%
-147.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -11.6% | -2.7% | -9.0% | -10.4% |
| 30D | -15.5% | -0.7% | -14.8% | -15.1% |
| 3M | -31.0% | +8.1% | -39.1% | -33.6% |
| 6M | -26.2% | +4.1% | -30.3% | -27.0% |
| YTD | +30.8% | +41.1% | -10.4% | +19.5% |
| 1Y | +7.1% | +95.6% | -88.5% | -7.5% |
| 3Y | +53.0% | +179.3% | -126.3% | +30.4% |
| All | +54.5% | +202.2% | -147.6% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling