+746.1%
AU vs SCCO
+35,365.0%
-34,618.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -1.3% |
| 7D | -7.0% | -2.7% | -4.3% | -6.0% |
| 30D | +7.3% | -0.2% | +7.5% | +7.4% |
| 3M | +33.2% | +17.8% | +15.5% | +24.5% |
| 6M | -0.6% | +2.3% | -2.9% | -0.9% |
| YTD | +26.2% | +41.6% | -15.4% | +10.3% |
| 1Y | +68.3% | +101.9% | -33.6% | +27.7% |
| 3Y | +592.1% | +186.2% | +405.9% | +345.2% |
| 5Y | +685.3% | +309.7% | +375.6% | +330.3% |
| 10Y | +682.5% | +1,094.2% | -411.7% | +152.6% |
| All | +746.1% | +35,365.0% | -34,618.9% | +23.4% |
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