-22.0%
QID vs SCCO
+43.0%
-65.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -1.0% |
| 7D | +9.8% | -7.9% | +17.7% | +6.1% |
| 30D | +18.9% | -13.0% | +31.9% | +12.6% |
| 3M | +9.6% | -6.9% | +16.5% | +7.8% |
| 6M | -7.8% | +11.0% | -18.8% | +0.2% |
| YTD | -23.3% | +30.3% | -53.6% | -3.1% |
| 1Y | -22.0% | +45.0% | -67.0% | +8.9% |
| All | -22.0% | +43.0% | -65.0% | +8.9% |
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 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