+273.4%
UAL vs SCCO
+3,088.8%
-2,815.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.1% |
| 3M | -6.3% | -10.4% | +4.1% | -2.9% |
| 6M | +22.5% | -2.8% | +25.3% | +21.1% |
| YTD | +5.9% | +27.2% | -21.3% | -8.8% |
| 1Y | +24.7% | +33.6% | -9.0% | +5.0% |
| 3Y | +211.6% | +182.4% | +29.2% | +83.2% |
| 5Y | +130.6% | +262.8% | -132.2% | +17.7% |
| 10Y | +96.5% | +724.4% | -627.9% | -31.2% |
| All | +273.4% | +3,088.8% | -2,815.4% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling