+130.0%
UAL vs SCCO
+355.0%
-225.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -1.1% | +2.4% | -3.6% | -2.3% |
| 30D | -13.4% | +6.4% | -19.9% | -16.1% |
| 3M | -2.3% | +21.6% | -23.9% | -11.0% |
| 6M | +13.3% | +13.4% | -0.1% | +5.2% |
| YTD | -4.2% | +52.6% | -56.8% | -23.2% |
| 1Y | +1.4% | +122.4% | -121.0% | -31.7% |
| 3Y | +125.8% | +208.5% | -82.7% | +28.6% |
| 5Y | +130.0% | +353.9% | -223.9% | +10.5% |
| All | +130.0% | +355.0% | -225.0% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling