+4,606.9%
UNP vs SCCO
+35,670.2%
-31,063.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.7% |
| 7D | -0.7% | +3.4% | -4.2% | -1.7% |
| 30D | -1.1% | +6.6% | -7.8% | -3.0% |
| 3M | +7.9% | +24.5% | -16.6% | +0.9% |
| 6M | +14.6% | +16.5% | -1.9% | +7.7% |
| YTD | +26.6% | +52.1% | -25.5% | +9.5% |
| 1Y | +35.6% | +114.2% | -78.6% | +6.2% |
| 3Y | +45.5% | +207.4% | -161.9% | -0.3% |
| 5Y | +50.0% | +353.7% | -303.7% | -10.4% |
| 10Y | +271.8% | +1,144.5% | -872.7% | +62.4% |
| All | +4,606.9% | +35,670.2% | -31,063.3% | +1,045.0% |
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