+262.2%
UMC vs SCCO
+177.0%
+85.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +9.0% | -2.7% | +11.7% | +10.0% |
| 30D | +17.2% | -0.7% | +18.0% | +17.0% |
| 3M | +11.4% | +8.1% | +3.3% | +7.8% |
| 6M | +137.5% | +4.1% | +133.4% | +131.3% |
| YTD | +193.1% | +41.1% | +152.0% | +157.0% |
| 1Y | +240.3% | +95.6% | +144.7% | +168.2% |
| 3Y | +262.2% | +179.3% | +82.9% | +148.4% |
| All | +262.2% | +177.0% | +85.1% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling