+54.0%
UNP vs SCCO
+313.8%
-259.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +1.4% |
| 7D | -1.2% | -2.7% | +1.5% | -0.9% |
| 30D | -2.0% | -0.2% | -1.8% | -2.1% |
| 3M | +7.5% | +17.8% | -10.2% | +4.2% |
| 6M | +15.3% | +2.3% | +13.1% | +13.5% |
| YTD | +25.4% | +41.6% | -16.2% | +15.0% |
| 1Y | +35.6% | +101.9% | -66.3% | +15.3% |
| 3Y | +44.1% | +186.2% | -142.0% | +9.3% |
| 5Y | +54.0% | +309.7% | -255.7% | +3.9% |
| All | +54.0% | +313.8% | -259.8% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling