+3,722.5%
ADP vs SCCO
+28,322.8%
-24,600.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +1.1% |
| 7D | +2.2% | -1.9% | +4.1% | +2.4% |
| 30D | +10.6% | -17.4% | +28.0% | +13.9% |
| 3M | +12.9% | -11.7% | +24.6% | +14.4% |
| 6M | +50.6% | -12.1% | +62.8% | +51.1% |
| YTD | +23.2% | +20.9% | +2.3% | +14.1% |
| 1Y | +25.3% | +31.3% | -6.1% | +14.1% |
| 3Y | +47.1% | +170.3% | -123.2% | +12.2% |
| 5Y | +50.1% | +240.8% | -190.7% | +6.9% |
| 10Y | +323.6% | +683.6% | -360.0% | +146.5% |
| All | +3,722.5% | +28,322.8% | -24,600.3% | +994.9% |
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