+273.7%
ZETA vs SCCO
+199.6%
+74.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.1% | +2.4% | -2.5% | -1.0% |
| 30D | +10.5% | +6.4% | +4.0% | +7.8% |
| 3M | +44.3% | +21.6% | +22.7% | +33.7% |
| 6M | +59.4% | +13.4% | +46.0% | +49.3% |
| YTD | +49.5% | +52.6% | -3.1% | +19.2% |
| 1Y | +62.7% | +122.4% | -59.7% | +9.4% |
| All | +273.7% | +199.6% | +74.1% | +98.5% |
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