+341.6%
ZETA vs SCCO
+313.8%
+27.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +2.9% |
| 7D | -6.5% | -2.7% | -3.8% | -5.8% |
| 30D | +4.8% | -0.2% | +5.0% | +4.2% |
| 3M | +53.3% | +17.8% | +35.6% | +42.4% |
| 6M | +66.8% | +2.3% | +64.6% | +61.0% |
| YTD | +50.2% | +41.6% | +8.6% | +23.4% |
| 1Y | +62.0% | +101.9% | -39.8% | +14.4% |
| 3Y | +276.4% | +186.2% | +90.2% | +121.3% |
| 5Y | +341.6% | +309.7% | +31.9% | +119.1% |
| All | +341.6% | +313.8% | +27.9% | +119.1% |
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