+45.0%
ADP vs SCCO
+355.0%
-309.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.0% |
| 7D | -5.7% | +2.4% | -8.1% | -5.8% |
| 30D | -3.1% | +6.4% | -9.5% | -3.4% |
| 3M | +15.6% | +21.6% | -6.0% | +14.3% |
| 6M | +20.8% | +13.4% | +7.4% | +19.7% |
| YTD | +4.7% | +52.6% | -47.9% | -0.5% |
| 1Y | -8.3% | +122.4% | -130.7% | -17.4% |
| 3Y | +13.6% | +208.5% | -194.9% | -6.2% |
| 5Y | +45.0% | +353.9% | -308.9% | +9.1% |
| All | +45.0% | +355.0% | -309.9% | +9.1% |
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