-19.4%
Z vs SCCO
+175.8%
-195.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.8% |
| 7D | -4.9% | +1.7% | -6.6% | -5.2% |
| 30D | +3.0% | -18.1% | +21.1% | +6.5% |
| 3M | -13.4% | -12.8% | -0.6% | -11.8% |
| 6M | -27.3% | -8.5% | -18.9% | -27.1% |
| YTD | -57.8% | +23.9% | -81.7% | -62.4% |
| 1Y | -60.0% | +30.0% | -90.0% | -65.1% |
| All | -19.4% | +175.8% | -195.1% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling