-75.5%
QS vs SCCO
+304.9%
-380.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | +4.2% |
| 7D | -5.0% | -2.7% | -2.3% | -3.5% |
| 30D | -18.3% | -0.2% | -18.1% | -18.7% |
| 3M | -26.0% | +17.8% | -43.8% | -34.5% |
| 6M | -24.0% | +2.3% | -26.3% | -26.0% |
| YTD | -50.3% | +41.6% | -91.9% | -62.0% |
| 1Y | -38.0% | +101.9% | -139.8% | -63.2% |
| 3Y | -24.6% | +186.2% | -210.8% | -66.6% |
| All | -75.5% | +304.9% | -380.4% | -91.8% |
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 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