+210.6%
UAL vs SCCO
+183.0%
+27.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.4% |
| 7D | +2.3% | -2.4% | +4.6% | +3.3% |
| 30D | +13.3% | -16.5% | +29.8% | +21.8% |
| 3M | -6.3% | -10.4% | +4.1% | -3.0% |
| 6M | +22.5% | -2.8% | +25.3% | +20.6% |
| YTD | +5.9% | +27.2% | -21.3% | -10.6% |
| 1Y | +24.7% | +33.6% | -9.0% | +2.6% |
| All | +210.6% | +183.0% | +27.6% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling