+221.2%
UPS vs SCCO
+27,516.0%
-27,294.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.8% |
| 7D | -2.1% | +3.4% | -5.6% | -2.9% |
| 30D | -2.3% | +6.6% | -8.9% | -3.9% |
| 3M | -5.2% | +24.5% | -29.7% | -10.1% |
| 6M | +1.4% | +16.5% | -15.1% | -3.1% |
| YTD | +6.1% | +52.1% | -46.0% | -5.1% |
| 1Y | +27.0% | +114.2% | -87.2% | +5.0% |
| 3Y | -25.9% | +207.4% | -233.4% | -44.5% |
| 5Y | -34.6% | +353.7% | -388.3% | -55.8% |
| 10Y | +36.2% | +1,144.5% | -1,108.4% | -28.6% |
| All | +221.2% | +27,516.0% | -27,294.8% | +0.9% |
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 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