-16.0%
Z vs SCCO
+783.1%
-799.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.4% |
| 7D | -6.5% | -1.8% | -4.7% | -5.6% |
| 30D | -0.1% | -17.8% | +17.7% | +6.7% |
| 3M | -14.1% | -12.5% | -1.6% | -11.1% |
| 6M | -30.1% | -4.1% | -26.0% | -31.2% |
| YTD | -57.5% | +25.5% | -83.0% | -64.2% |
| 1Y | -60.3% | +31.0% | -91.3% | -67.3% |
| 3Y | -21.0% | +178.7% | -199.7% | -56.5% |
| 5Y | -54.9% | +279.7% | -334.6% | -79.2% |
| 10Y | -16.0% | +691.4% | -707.5% | -74.9% |
| All | -16.0% | +783.1% | -799.1% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling