-61.4%
ADBE vs SCCO
+304.9%
-366.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.2% | +4.9% | -1.7% |
| 7D | -12.9% | -2.7% | -10.2% | -12.7% |
| 30D | -5.6% | -0.2% | -5.5% | -5.7% |
| 3M | +6.6% | +17.8% | -11.1% | +4.4% |
| 6M | -9.6% | +2.3% | -11.8% | -10.3% |
| YTD | -28.9% | +41.6% | -70.5% | -34.3% |
| 1Y | -28.9% | +101.9% | -130.8% | -39.2% |
| 3Y | -55.6% | +186.2% | -241.8% | -66.4% |
| All | -61.4% | +304.9% | -366.3% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling