+122.1%
QLD vs SCCO
+339.1%
-217.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -2.7% |
| 7D | +3.0% | +3.4% | -0.5% | +1.1% |
| 30D | -1.8% | +6.6% | -8.4% | -5.6% |
| 3M | -1.8% | +24.5% | -26.3% | -12.9% |
| 6M | +36.9% | +16.5% | +20.4% | +24.5% |
| YTD | +28.7% | +52.1% | -23.4% | -1.1% |
| 1Y | +41.9% | +114.2% | -72.3% | -10.1% |
| 3Y | +184.2% | +207.4% | -23.2% | +41.5% |
| 5Y | +122.1% | +353.7% | -231.6% | -12.7% |
| All | +122.1% | +339.1% | -217.0% | -12.7% |
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