+108.3%
SCCO vs ADVB
-97.4%
+205.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.2% |
| 7D | -1.8% | -4.1% | +2.3% | -1.8% |
| 30D | -17.8% | -60.3% | +42.5% | -17.7% |
| 3M | -12.5% | -73.3% | +60.8% | -12.6% |
| 6M | -4.1% | -65.9% | +61.9% | -5.7% |
| YTD | +25.5% | -63.9% | +89.4% | +22.9% |
| 1Y | +31.0% | -74.1% | +105.1% | +29.3% |
| All | +108.3% | -97.4% | +205.7% | +146.2% |
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