+31.8%
USB vs SCCO
+31.2%
+0.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | 0.0% | -4.8% | +4.8% | +0.5% |
| 30D | +5.8% | -15.8% | +21.6% | +7.4% |
| 3M | -6.0% | -10.9% | +5.0% | -5.3% |
| 6M | +7.8% | -5.1% | +12.9% | +7.1% |
| YTD | +14.6% | +23.2% | -8.6% | +2.5% |
| 1Y | +31.8% | +30.7% | +1.1% | +14.6% |
| All | +31.8% | +31.2% | +0.6% | +14.6% |
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