-16.1%
Z vs SCCO
+846.7%
-862.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.8% |
| 7D | -4.6% | -4.8% | +0.3% | -2.7% |
| 30D | +8.3% | -15.8% | +24.1% | +14.4% |
| 3M | -11.6% | -10.9% | -0.7% | -9.2% |
| 6M | -33.6% | -5.1% | -28.5% | -34.6% |
| YTD | -56.7% | +23.2% | -79.9% | -63.1% |
| 1Y | -59.1% | +30.7% | -89.8% | -66.1% |
| 3Y | -20.4% | +164.1% | -184.5% | -54.4% |
| 5Y | -55.3% | +271.3% | -326.6% | -78.7% |
| All | -16.1% | +846.7% | -862.7% | -70.4% |
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