+146.0%
QLD vs SCCO
+169.0%
-23.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.2% |
| 7D | +7.0% | -1.9% | +8.9% | +8.1% |
| 30D | -14.3% | -17.4% | +3.1% | -5.5% |
| 3M | -16.0% | -11.7% | -4.3% | -11.0% |
| 6M | -14.2% | -12.1% | -2.1% | -9.3% |
| YTD | +12.8% | +20.9% | -8.1% | -1.8% |
| 1Y | +14.1% | +31.3% | -17.3% | -5.1% |
| 3Y | +146.0% | +170.3% | -24.4% | +48.4% |
| All | +146.0% | +169.0% | -23.1% | +48.4% |
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