+265.9%
UMC vs SCCO
+30,133.7%
-29,867.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | +0.6% |
| 7D | +11.4% | -2.7% | +14.1% | +12.6% |
| 30D | +16.8% | -0.2% | +17.0% | +16.3% |
| 3M | +19.1% | +17.8% | +1.3% | +10.6% |
| 6M | +137.4% | +2.3% | +135.2% | +132.4% |
| YTD | +186.4% | +41.6% | +144.8% | +139.6% |
| 1Y | +229.1% | +101.9% | +127.2% | +134.5% |
| 3Y | +257.9% | +186.2% | +71.7% | +108.8% |
| 5Y | +137.5% | +309.7% | -172.1% | +14.2% |
| 10Y | +1,808.2% | +1,094.2% | +713.9% | +406.3% |
| All | +265.9% | +30,133.7% | -29,867.8% | -83.6% |
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