+101.8%
USB vs SCCO
+182.5%
-80.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | +6.4% | -17.8% | +24.2% | +9.8% |
| 3M | -4.5% | -12.5% | +8.0% | -2.8% |
| 6M | +11.4% | -4.1% | +15.4% | +10.4% |
| YTD | +17.1% | +25.5% | -8.4% | +6.7% |
| 1Y | +32.6% | +31.0% | +1.6% | +19.5% |
| 3Y | +101.8% | +178.7% | -76.9% | +27.9% |
| All | +101.8% | +182.5% | -80.6% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling