+9,127.5%
QLD vs SCCO
+3,983.4%
+5,144.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -5.3% | +5.8% | +3.8% |
| 30D | -0.1% | +2.7% | -2.8% | -2.4% |
| 3M | -8.4% | +4.2% | -12.6% | -11.4% |
| 6M | +32.2% | -0.6% | +32.8% | +29.7% |
| YTD | +28.9% | +45.0% | -16.1% | -1.9% |
| 1Y | +43.8% | +109.3% | -65.5% | -13.1% |
| 3Y | +176.6% | +180.8% | -4.2% | +33.8% |
| 5Y | +121.6% | +314.3% | -192.7% | -19.1% |
| 10Y | +1,652.9% | +1,083.3% | +569.6% | +214.4% |
| All | +9,127.5% | +3,983.4% | +5,144.0% | +637.8% |
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