+89.2%
USB vs SCCO
+844.0%
-754.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +0.8% |
| 7D | +0.8% | -0.9% | +1.6% | +1.0% |
| 30D | +6.8% | -15.0% | +21.8% | +12.1% |
| 3M | -3.8% | -9.1% | +5.3% | -2.0% |
| 6M | +11.7% | -0.9% | +12.6% | +8.9% |
| YTD | +17.5% | +29.7% | -12.2% | +0.8% |
| 1Y | +33.8% | +38.2% | -4.4% | +11.9% |
| 3Y | +104.2% | +191.5% | -87.2% | +19.6% |
| 5Y | +26.4% | +281.7% | -255.3% | -36.4% |
| 10Y | +89.2% | +830.3% | -741.1% | -36.7% |
| All | +89.2% | +844.0% | -754.8% | -36.7% |
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