+3,697.8%
ADP vs SCCO
+29,038.2%
-25,340.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.0% |
| 7D | +0.3% | +1.7% | -1.5% | -0.1% |
| 30D | +11.6% | -18.1% | +29.7% | +15.1% |
| 3M | +15.1% | -12.8% | +27.9% | +16.9% |
| 6M | +46.0% | -8.5% | +54.5% | +45.4% |
| YTD | +22.4% | +23.9% | -1.5% | +12.9% |
| 1Y | +24.5% | +30.0% | -5.5% | +13.6% |
| 3Y | +44.8% | +175.2% | -130.4% | +10.1% |
| 5Y | +49.1% | +249.4% | -200.3% | +5.8% |
| 10Y | +320.9% | +703.4% | -382.5% | +143.8% |
| All | +3,697.8% | +29,038.2% | -25,340.5% | +983.2% |
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