-28.7%
ZBH vs SCCO
+303.5%
-332.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -4.7% | -2.7% | -2.0% | -4.4% |
| 30D | -4.5% | -0.7% | -3.8% | -4.6% |
| 3M | +7.6% | +8.1% | -0.5% | +5.9% |
| 6M | +0.3% | +4.1% | -3.8% | -1.3% |
| YTD | +4.5% | +41.1% | -36.6% | -2.7% |
| 1Y | -9.4% | +95.6% | -104.9% | -20.8% |
| 3Y | -21.5% | +179.3% | -200.7% | -38.4% |
| All | -28.7% | +303.5% | -332.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling