-34.0%
Z vs SCCO
+182.2%
-216.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.0% | -5.3% | +2.3% | -1.9% |
| 30D | -4.2% | +2.7% | -6.9% | -4.9% |
| 3M | -3.7% | +4.2% | -7.9% | -5.1% |
| 6M | -24.5% | -0.6% | -23.9% | -25.3% |
| YTD | -49.3% | +45.0% | -94.3% | -56.2% |
| 1Y | -58.7% | +109.3% | -168.0% | -69.3% |
| All | -34.0% | +182.2% | -216.1% | -63.5% |
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