+7,956.4%
QLD vs SCCO
+3,552.4%
+4,404.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +3.7% |
| 7D | -1.4% | -0.9% | -0.6% | -0.5% |
| 30D | -19.6% | -15.0% | -4.6% | -11.1% |
| 3M | -14.1% | -9.1% | -5.0% | -9.8% |
| 6M | -13.6% | -0.9% | -12.8% | -14.3% |
| YTD | +12.5% | +29.7% | -17.1% | -8.5% |
| 1Y | +13.1% | +38.2% | -25.0% | -11.5% |
| 3Y | +154.7% | +191.5% | -36.8% | +20.3% |
| 5Y | +81.1% | +281.7% | -200.6% | -30.1% |
| 10Y | +1,418.0% | +830.3% | +587.7% | +215.0% |
| All | +7,956.4% | +3,552.4% | +4,404.0% | +587.9% |
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 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