+36.4%
UPS vs SCCO
+1,104.1%
-1,067.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.5% |
| 30D | -2.0% | -0.7% | -1.2% | -2.2% |
| 3M | -6.2% | +8.1% | -14.3% | -8.8% |
| 6M | +2.8% | +4.1% | -1.3% | +0.1% |
| YTD | +5.9% | +41.1% | -35.2% | -5.8% |
| 1Y | +26.2% | +95.6% | -69.3% | +2.6% |
| 3Y | -26.0% | +179.3% | -205.3% | -46.9% |
| 5Y | -34.3% | +308.3% | -342.6% | -58.6% |
| All | +36.4% | +1,104.1% | -1,067.7% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling