+1,063.5%
SCCO vs QSR
+135.2%
+928.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -2.7% | -4.0% | +1.4% | -1.2% |
| 30D | -0.7% | +2.8% | -3.5% | -1.8% |
| 3M | +8.1% | +5.1% | +3.0% | +5.8% |
| 6M | +4.1% | +8.8% | -4.7% | 0.0% |
| YTD | +41.1% | +14.8% | +26.3% | +32.1% |
| 1Y | +95.6% | +25.7% | +69.8% | +76.4% |
| 3Y | +179.3% | +27.5% | +151.7% | +147.3% |
| 5Y | +308.3% | +41.3% | +267.0% | +244.1% |
| All | +1,063.5% | +135.2% | +928.4% | +718.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling