+128.2%
UAL vs SCCO
+210.1%
-81.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.7% | -4.9% |
| 7D | +3.5% | +3.4% | 0.0% | +1.8% |
| 30D | -16.5% | +6.6% | -23.1% | -19.2% |
| 3M | +2.8% | +24.5% | -21.7% | -7.8% |
| 6M | +17.6% | +16.5% | +1.1% | +7.2% |
| YTD | -3.2% | +52.1% | -55.3% | -24.0% |
| 1Y | +0.4% | +114.2% | -113.7% | -34.3% |
| 3Y | +128.2% | +207.4% | -79.3% | +17.5% |
| All | +128.2% | +210.1% | -81.9% | +17.5% |
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