-23.8%
QS vs SCCO
+177.0%
-200.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.2% |
| 7D | -3.6% | -2.7% | -1.0% | -2.3% |
| 30D | -17.2% | -0.7% | -16.5% | -17.4% |
| 3M | -27.0% | +8.1% | -35.1% | -31.2% |
| 6M | -24.6% | +4.1% | -28.7% | -27.4% |
| YTD | -49.3% | +41.1% | -90.5% | -61.2% |
| 1Y | -40.3% | +95.6% | -135.9% | -63.8% |
| 3Y | -23.8% | +179.3% | -203.1% | -67.5% |
| All | -23.8% | +177.0% | -200.9% | -67.5% |
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