+1,189.3%
UL vs SCCO
+35,670.2%
-34,480.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -1.8% |
| 7D | -1.3% | +3.4% | -4.8% | -1.8% |
| 30D | +0.9% | +6.6% | -5.7% | -0.2% |
| 3M | +14.2% | +24.5% | -10.3% | +9.8% |
| 6M | -3.2% | +16.5% | -19.7% | -6.6% |
| YTD | -0.3% | +52.1% | -52.5% | -8.4% |
| 1Y | -8.8% | +114.2% | -122.9% | -21.0% |
| 3Y | +23.9% | +207.4% | -183.6% | -1.3% |
| 5Y | +21.4% | +353.7% | -332.4% | -11.4% |
| 10Y | +66.7% | +1,144.5% | -1,077.9% | -2.7% |
| All | +1,189.3% | +35,670.2% | -34,480.8% | +351.9% |
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