+67.8%
ZETA vs SCCO
+105.9%
-38.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +2.7% | -5.3% | +7.9% | +3.6% |
| 30D | +15.8% | +0.9% | +14.9% | +15.3% |
| 3M | +35.4% | +2.4% | +33.0% | +34.3% |
| 6M | +67.1% | -2.4% | +69.5% | +66.3% |
| YTD | +54.1% | +42.4% | +11.6% | +24.8% |
| 1Y | +67.8% | +105.6% | -37.8% | +29.7% |
| All | +67.8% | +105.9% | -38.1% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling