+115.0%
UMC vs SCCO
+43.0%
+72.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.9% |
| 7D | -14.7% | -7.9% | -6.8% | -11.5% |
| 30D | -32.9% | -13.0% | -19.9% | -28.7% |
| 3M | -22.2% | -6.9% | -15.3% | -20.0% |
| 6M | +25.9% | +11.0% | +14.9% | +22.2% |
| YTD | +107.9% | +30.3% | +77.6% | +95.4% |
| 1Y | +115.0% | +45.0% | +70.0% | +94.4% |
| All | +115.0% | +43.0% | +72.1% | +94.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling