+975.2%
SCCO vs QSR
+203.9%
+771.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.6% | -7.0% |
| 7D | -2.7% | -4.7% | +2.0% | -1.0% |
| 30D | -0.2% | +4.3% | -4.5% | -1.8% |
| 3M | +17.8% | +5.4% | +12.3% | +15.1% |
| 6M | +2.3% | +8.2% | -5.9% | -1.5% |
| YTD | +41.6% | +14.1% | +27.5% | +33.0% |
| 1Y | +101.9% | +28.1% | +73.8% | +81.1% |
| 3Y | +186.2% | +25.3% | +160.9% | +155.8% |
| 5Y | +309.7% | +40.4% | +269.3% | +247.2% |
| 10Y | +1,094.2% | +132.4% | +961.9% | +690.1% |
| All | +975.2% | +203.9% | +771.3% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling