+108.7%
USB vs SCCO
+1,086.0%
-977.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | -5.3% | +6.7% | +3.2% |
| 30D | -1.3% | +2.7% | -4.0% | -2.6% |
| 3M | +15.2% | +4.2% | +11.0% | +11.9% |
| 6M | +18.8% | -0.6% | +19.5% | +15.9% |
| YTD | +21.0% | +45.0% | -24.0% | +0.9% |
| 1Y | +34.0% | +109.3% | -75.3% | -3.8% |
| 3Y | +95.3% | +180.8% | -85.5% | +18.3% |
| 5Y | +40.4% | +314.3% | -273.9% | -30.8% |
| All | +108.7% | +1,086.0% | -977.3% | -36.3% |
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 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