+104.5%
SCCO vs ADVB
-97.5%
+202.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +1.1% |
| 7D | -4.8% | -13.9% | +9.1% | -4.8% |
| 30D | -15.8% | -68.1% | +52.3% | -15.7% |
| 3M | -10.9% | -73.4% | +62.4% | -11.0% |
| 6M | -5.1% | -70.8% | +65.7% | -6.6% |
| YTD | +23.2% | -66.1% | +89.3% | +20.7% |
| 1Y | +30.7% | -77.5% | +108.2% | +29.4% |
| All | +104.5% | -97.5% | +202.0% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling