+4,848.7%
ADBE vs SCCO
+35,790.3%
-30,941.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -8.9% | +2.4% | -11.4% | -9.6% |
| 30D | -6.6% | +6.4% | -13.0% | -8.6% |
| 3M | +7.1% | +21.6% | -14.4% | -0.1% |
| 6M | -9.8% | +13.4% | -23.2% | -15.5% |
| YTD | -27.2% | +52.6% | -79.8% | -38.8% |
| 1Y | -28.0% | +122.4% | -150.4% | -46.3% |
| 3Y | -54.5% | +208.5% | -263.0% | -70.6% |
| 5Y | -61.5% | +353.9% | -415.4% | -78.5% |
| 10Y | +156.4% | +1,187.3% | -1,030.8% | -2.6% |
| All | +4,848.7% | +35,790.3% | -30,941.5% | +520.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling