+33.1%
ZM vs SCCO
+177.0%
-143.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -9.1% | -0.7% | -8.4% | -9.1% |
| 3M | +3.5% | +8.1% | -4.6% | +2.4% |
| 6M | +25.7% | +4.1% | +21.6% | +24.3% |
| YTD | +10.8% | +41.1% | -30.4% | +2.2% |
| 1Y | +12.8% | +95.6% | -82.8% | -3.2% |
| 3Y | +33.1% | +179.3% | -146.1% | -1.9% |
| All | +33.1% | +177.0% | -143.9% | -1.9% |
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