+2,343.8%
USB vs SCCO
+28,875.4%
-26,531.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | 0.0% | -4.8% | +4.8% | +1.3% |
| 30D | +5.8% | -15.8% | +21.6% | +10.5% |
| 3M | -6.0% | -10.9% | +5.0% | -3.9% |
| 6M | +7.8% | -5.1% | +12.9% | +6.9% |
| YTD | +14.6% | +23.2% | -8.6% | +3.6% |
| 1Y | +31.8% | +30.7% | +1.1% | +17.0% |
| 3Y | +91.5% | +164.1% | -72.6% | +34.4% |
| 5Y | +22.0% | +271.3% | -249.3% | -24.0% |
| 10Y | +96.1% | +860.5% | -764.5% | -8.8% |
| All | +2,343.8% | +28,875.4% | -26,531.6% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling