+2,356.1%
USB vs SCCO
+28,548.0%
-26,191.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -0.3% |
| 7D | -1.5% | -12.9% | +11.4% | +2.2% |
| 30D | +4.3% | -18.2% | +22.5% | +9.8% |
| 3M | -6.1% | -13.7% | +7.6% | -3.1% |
| 6M | +9.4% | +0.9% | +8.5% | +6.6% |
| YTD | +15.2% | +21.8% | -6.7% | +4.4% |
| 1Y | +32.8% | +30.5% | +2.3% | +18.0% |
| 3Y | +91.3% | +161.0% | -69.7% | +34.6% |
| 5Y | +22.7% | +267.1% | -244.5% | -23.3% |
| 10Y | +97.0% | +849.7% | -752.6% | -8.0% |
| All | +2,356.1% | +28,548.0% | -26,191.9% | +477.6% |
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 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