-4.0%
SCCO vs ADVB
-64.0%
+60.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -18.3% |
| 3M | -12.5% | -73.3% | +60.8% | -13.4% |
| All | -4.0% | -64.0% | +60.0% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling