+82.1%
QLD vs SCCO
+243.3%
-161.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.2% |
| 7D | +7.0% | -1.9% | +8.9% | +8.2% |
| 30D | -14.3% | -17.4% | +3.1% | -5.0% |
| 3M | -16.0% | -11.7% | -4.3% | -10.8% |
| 6M | -14.2% | -12.1% | -2.1% | -9.1% |
| YTD | +12.8% | +20.9% | -8.1% | -2.8% |
| 1Y | +14.1% | +31.3% | -17.3% | -6.3% |
| 3Y | +146.0% | +170.3% | -24.4% | +27.3% |
| All | +82.1% | +243.3% | -161.2% | -19.0% |
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