+105.7%
SCCO vs ADVB
-95.9%
+201.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +42.7% | -45.2% | -2.6% |
| 7D | +1.7% | +74.2% | -72.5% | +1.5% |
| 30D | -18.1% | -35.9% | +17.8% | -18.2% |
| 3M | -12.8% | -56.4% | +43.6% | -13.0% |
| 6M | -8.5% | -36.7% | +28.2% | -10.3% |
| YTD | +23.9% | -43.3% | +67.2% | +21.1% |
| 1Y | +30.0% | -63.4% | +93.4% | +28.5% |
| All | +105.7% | -95.9% | +201.5% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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