+24.4%
USB vs SCCO
+275.1%
-250.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +5.7% | -16.5% | +22.2% | +9.9% |
| 3M | -4.7% | -10.4% | +5.7% | -3.1% |
| 6M | +13.4% | -2.8% | +16.2% | +11.8% |
| YTD | +17.0% | +27.2% | -10.2% | +4.2% |
| 1Y | +32.4% | +33.6% | -1.3% | +16.0% |
| 3Y | +101.7% | +182.4% | -80.7% | +29.4% |
| 5Y | +24.4% | +262.8% | -238.3% | -30.9% |
| All | +24.4% | +275.1% | -250.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling