+100.0%
UAL vs SCCO
+1,108.1%
-1,008.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | +2.9% |
| 7D | -2.0% | -2.7% | +0.7% | -1.0% |
| 30D | -15.7% | -0.2% | -15.5% | -16.4% |
| 3M | +3.6% | +17.8% | -14.2% | -6.2% |
| 6M | +16.9% | +2.3% | +14.6% | +12.4% |
| YTD | -4.8% | +41.6% | -46.4% | -24.3% |
| 1Y | -0.9% | +101.9% | -102.8% | -35.3% |
| 3Y | +124.5% | +186.2% | -61.7% | +16.9% |
| 5Y | +140.2% | +309.7% | -169.5% | -2.9% |
| All | +100.0% | +1,108.1% | -1,008.1% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling