+33.9%
USB vs SCCO
+26.3%
+7.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.1% |
| 7D | +2.6% | -1.9% | +4.5% | +2.8% |
| 30D | +8.4% | -17.4% | +25.8% | +10.1% |
| 3M | -5.5% | -11.7% | +6.1% | -4.8% |
| 6M | +17.7% | -12.1% | +29.8% | +18.2% |
| YTD | +17.6% | +20.9% | -3.3% | +5.3% |
| 1Y | +33.9% | +31.3% | +2.5% | +15.7% |
| All | +33.9% | +26.3% | +7.6% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling