+250.9%
UAL vs SCCO
+3,007.5%
-2,756.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -4.9% |
| 7D | +0.7% | +1.7% | -1.0% | 0.0% |
| 30D | +7.8% | -18.1% | +25.9% | +17.2% |
| 3M | -11.1% | -12.8% | +1.7% | -6.7% |
| 6M | +16.1% | -8.5% | +24.5% | +17.9% |
| YTD | -0.5% | +23.9% | -24.4% | -13.3% |
| 1Y | +11.3% | +30.0% | -18.7% | -5.1% |
| 3Y | +192.8% | +175.2% | +17.6% | +74.2% |
| 5Y | +123.3% | +249.4% | -126.1% | +15.9% |
| 10Y | +84.6% | +703.4% | -618.7% | -34.6% |
| All | +250.9% | +3,007.5% | -2,756.6% | -35.8% |
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