-31.6%
ZS vs SCCO
+43.0%
-74.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.1% |
| 7D | -12.3% | -7.9% | -4.4% | -12.8% |
| 30D | +11.2% | -13.0% | +24.2% | +9.9% |
| 3M | +37.5% | -6.9% | +44.4% | +37.2% |
| 6M | +57.8% | +11.0% | +46.9% | +62.7% |
| YTD | -0.2% | +30.3% | -30.5% | -1.4% |
| 1Y | -31.6% | +45.0% | -76.6% | -33.3% |
| All | -31.6% | +43.0% | -74.6% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling