+37.5%
ZBRA vs SCCO
+177.0%
-139.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +2.0% |
| 7D | -3.4% | -2.7% | -0.8% | -2.8% |
| 30D | -7.4% | -0.7% | -6.7% | -7.7% |
| 3M | +57.5% | +8.1% | +49.4% | +52.4% |
| 6M | +64.0% | +4.1% | +59.9% | +59.1% |
| YTD | +44.3% | +41.1% | +3.2% | +20.2% |
| 1Y | +10.9% | +95.6% | -84.7% | -20.2% |
| 3Y | +37.5% | +179.3% | -141.7% | -25.6% |
| All | +37.5% | +177.0% | -139.5% | -25.6% |
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