+84.9%
USB vs SCCO
+783.1%
-698.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.7% |
| 7D | +1.4% | -1.8% | +3.2% | +1.9% |
| 30D | +6.4% | -17.8% | +24.2% | +13.0% |
| 3M | -4.5% | -12.5% | +8.0% | -1.5% |
| 6M | +11.4% | -4.1% | +15.4% | +9.6% |
| YTD | +17.1% | +25.5% | -8.4% | +1.4% |
| 1Y | +32.6% | +31.0% | +1.6% | +12.8% |
| 3Y | +101.8% | +178.7% | -76.9% | +19.2% |
| 5Y | +25.1% | +279.7% | -254.5% | -37.7% |
| 10Y | +84.9% | +691.4% | -606.6% | -37.8% |
| All | +84.9% | +783.1% | -698.2% | -37.8% |
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