-53.6%
Z vs SCCO
+43.0%
-96.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +9.4% |
| 7D | +10.2% | -7.9% | +18.1% | +10.0% |
| 30D | +23.7% | -13.0% | +36.7% | +23.5% |
| 3M | -6.6% | -6.9% | +0.3% | -6.7% |
| 6M | -23.0% | +11.0% | -34.0% | -23.0% |
| YTD | -50.3% | +30.3% | -80.6% | -52.8% |
| 1Y | -53.6% | +45.0% | -98.6% | -59.0% |
| All | -53.6% | +43.0% | -96.5% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling