+282.9%
QCOM vs SCCO
+1,104.1%
-821.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +7.8% | -2.7% | +10.5% | +8.8% |
| 30D | +12.2% | -0.7% | +12.9% | +11.8% |
| 3M | -9.9% | +8.1% | -17.9% | -13.3% |
| 6M | +36.9% | +4.1% | +32.8% | +32.4% |
| YTD | +8.0% | +41.1% | -33.1% | -10.0% |
| 1Y | +15.0% | +95.6% | -80.5% | -16.7% |
| 3Y | +75.8% | +179.3% | -103.4% | +6.3% |
| 5Y | +42.2% | +308.3% | -266.1% | -28.8% |
| All | +282.9% | +1,104.1% | -821.2% | +39.1% |
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 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