-47.3%
QS vs SCCO
+518.4%
-565.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -7.0% | -6.8% |
| 7D | -4.2% | +2.4% | -6.7% | -5.7% |
| 30D | -15.7% | +6.4% | -22.1% | -19.1% |
| 3M | -28.7% | +21.6% | -50.3% | -37.1% |
| 6M | -23.2% | +13.4% | -36.6% | -29.3% |
| YTD | -49.9% | +52.6% | -102.5% | -62.0% |
| 1Y | -38.8% | +122.4% | -161.2% | -63.2% |
| 3Y | -24.0% | +208.5% | -232.5% | -63.1% |
| 5Y | -75.6% | +353.9% | -429.5% | -90.3% |
| All | -47.3% | +518.4% | -565.6% | -64.0% |
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