+91.7%
USB vs SCCO
+846.7%
-754.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | 0.0% | -4.8% | +4.8% | +1.6% |
| 30D | +5.8% | -15.8% | +21.6% | +11.4% |
| 3M | -6.0% | -10.9% | +5.0% | -3.6% |
| 6M | +7.8% | -5.1% | +12.9% | +6.5% |
| YTD | +14.6% | +23.2% | -8.6% | -0.1% |
| 1Y | +31.8% | +30.7% | +1.1% | +12.3% |
| 3Y | +91.5% | +164.1% | -72.6% | +16.2% |
| 5Y | +22.0% | +271.3% | -249.3% | -38.3% |
| All | +91.7% | +846.7% | -754.9% | -35.9% |
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