-5.8%
Z vs SCCO
+1,146.4%
-1,152.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.9% | -11.4% | -8.2% |
| 7D | -3.3% | +3.4% | -6.7% | -4.6% |
| 30D | -3.7% | +6.6% | -10.3% | -6.4% |
| 3M | -7.0% | +24.5% | -31.5% | -15.5% |
| 6M | -29.5% | +16.5% | -46.0% | -35.4% |
| YTD | -52.6% | +52.1% | -104.7% | -62.2% |
| 1Y | -64.0% | +114.2% | -178.2% | -75.6% |
| 3Y | -36.4% | +207.4% | -243.9% | -64.9% |
| 5Y | -65.8% | +353.7% | -419.5% | -84.6% |
| 10Y | -5.8% | +1,144.5% | -1,150.3% | -71.7% |
| All | -5.8% | +1,146.4% | -1,152.3% | -71.7% |
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