+21.1%
QCOM vs SCCO
+271.3%
-250.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.5% |
| 7D | +5.5% | -1.8% | +7.3% | +6.5% |
| 30D | -1.1% | -17.8% | +16.6% | +6.9% |
| 3M | +7.6% | -12.5% | +20.1% | +12.8% |
| 6M | -20.1% | -4.1% | -16.0% | -19.3% |
| YTD | +3.0% | +25.5% | -22.5% | -10.0% |
| 1Y | +3.2% | +31.0% | -27.7% | -11.6% |
| 3Y | +48.9% | +178.7% | -129.8% | -10.6% |
| 5Y | +21.1% | +279.7% | -258.6% | -34.3% |
| All | +21.1% | +271.3% | -250.3% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling