-100.0%
QID vs SCCO
+3,449.4%
-3,549.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.7% |
| 7D | -1.9% | +2.4% | -4.4% | -0.5% |
| 30D | +1.7% | +6.4% | -4.7% | +5.8% |
| 3M | -3.9% | +21.6% | -25.5% | +11.0% |
| 6M | -30.0% | +13.4% | -43.4% | -19.5% |
| YTD | -28.2% | +52.6% | -80.9% | +0.3% |
| 1Y | -35.6% | +122.4% | -158.0% | +15.1% |
| 3Y | -74.3% | +208.5% | -282.7% | -36.2% |
| 5Y | -80.8% | +353.9% | -434.7% | -31.7% |
| 10Y | -99.2% | +1,187.3% | -1,286.4% | -92.1% |
| All | -100.0% | +3,449.4% | -3,549.4% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling