+672.3%
AU vs SCCO
+1,104.1%
-431.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -4.3% | -2.7% | -1.6% | -3.2% |
| 30D | +7.3% | -0.7% | +8.0% | +7.7% |
| 3M | +26.3% | +8.1% | +18.2% | +22.1% |
| 6M | +1.8% | +4.1% | -2.3% | +0.4% |
| YTD | +26.8% | +41.1% | -14.3% | +11.2% |
| 1Y | +66.7% | +95.6% | -28.9% | +29.5% |
| 3Y | +579.1% | +179.3% | +399.8% | +353.0% |
| 5Y | +689.3% | +308.3% | +381.0% | +354.0% |
| All | +672.3% | +1,104.1% | -431.8% | +226.2% |
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