+246.3%
ZETA vs SCCO
+312.0%
-65.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.4% |
| 7D | -2.4% | +3.4% | -5.9% | -3.7% |
| 30D | +15.6% | +6.6% | +9.0% | +12.5% |
| 3M | +41.5% | +24.5% | +17.0% | +29.4% |
| 6M | +63.4% | +16.5% | +46.9% | +50.8% |
| YTD | +51.3% | +52.1% | -0.8% | +22.1% |
| 1Y | +65.8% | +114.2% | -48.4% | +15.9% |
| 3Y | +279.2% | +207.4% | +71.8% | +121.3% |
| 5Y | +341.8% | +353.7% | -12.0% | +116.1% |
| All | +246.3% | +312.0% | -65.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling