+398.6%
ZS vs SCCO
+437.5%
-38.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | -7.2% | -0.7% | -6.5% | -7.4% |
| 3M | +30.5% | +8.1% | +22.4% | +27.1% |
| 6M | +7.0% | +4.1% | +2.9% | +3.9% |
| YTD | -26.8% | +41.1% | -68.0% | -36.3% |
| 1Y | -42.6% | +95.6% | -138.2% | -55.0% |
| 3Y | -0.3% | +179.3% | -179.6% | -32.1% |
| 5Y | -39.2% | +308.3% | -347.5% | -63.9% |
| All | +398.6% | +437.5% | -38.9% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling