+317.2%
ADP vs SCCO
+701.7%
-384.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.9% |
| 7D | +0.3% | +1.7% | -1.5% | -0.1% |
| 30D | +11.6% | -18.1% | +29.7% | +14.7% |
| 3M | +15.1% | -12.8% | +27.9% | +16.6% |
| 6M | +46.0% | -8.5% | +54.5% | +45.4% |
| YTD | +22.4% | +23.9% | -1.5% | +11.6% |
| 1Y | +24.5% | +30.0% | -5.5% | +12.1% |
| 3Y | +44.8% | +175.2% | -130.4% | +2.3% |
| 5Y | +49.1% | +249.4% | -200.3% | -5.3% |
| All | +317.2% | +701.7% | -384.5% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling