+174.6%
SCCO vs UMAC
+488.3%
-313.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -4.0% | -7.0% |
| 7D | -2.7% | -4.0% | +1.3% | -2.5% |
| 30D | -0.2% | -9.4% | +9.2% | 0.0% |
| 3M | +17.8% | +3.0% | +14.8% | +16.5% |
| 6M | +2.3% | +27.2% | -24.9% | -1.1% |
| YTD | +41.6% | +84.7% | -43.1% | +34.4% |
| 1Y | +101.9% | +136.5% | -34.6% | +89.4% |
| All | +174.6% | +488.3% | -313.6% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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