+74.8%
QCOM vs SCCO
+210.1%
-135.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.8% | +1.4% |
| 7D | +5.1% | +3.4% | +1.6% | +3.7% |
| 30D | +4.3% | +6.6% | -2.3% | +1.4% |
| 3M | -19.6% | +24.5% | -44.1% | -26.3% |
| 6M | +29.5% | +16.5% | +13.0% | +20.8% |
| YTD | +3.4% | +52.1% | -48.8% | -16.1% |
| 1Y | +10.9% | +114.2% | -103.3% | -22.7% |
| 3Y | +74.8% | +207.4% | -132.7% | +4.5% |
| All | +74.8% | +210.1% | -135.3% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling