+13.5%
QCOM vs SCCO
+113.5%
-100.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.4% | +2.4% | +1.9% | +3.6% |
| 30D | +9.4% | +6.4% | +3.0% | +7.0% |
| 3M | -13.7% | +21.6% | -35.2% | -18.9% |
| 6M | +28.9% | +13.4% | +15.5% | +22.6% |
| YTD | +4.7% | +52.6% | -47.9% | -13.6% |
| 1Y | +13.5% | +122.4% | -108.9% | -16.1% |
| All | +13.5% | +113.5% | -100.0% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling