+55.1%
ZM vs SCCO
+624.4%
-569.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | -10.3% | +6.4% | -16.7% | -11.0% |
| 3M | -0.7% | +21.6% | -22.2% | -3.2% |
| 6M | +24.8% | +13.4% | +11.4% | +22.1% |
| YTD | +11.5% | +52.6% | -41.2% | +3.8% |
| 1Y | +12.3% | +122.4% | -110.0% | -1.1% |
| 3Y | +33.5% | +208.5% | -175.0% | +10.6% |
| 5Y | -67.5% | +353.9% | -421.4% | -74.1% |
| All | +55.1% | +624.4% | -569.2% | +68.7% |
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 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