+403.3%
ZS vs SCCO
+481.4%
-78.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | -3.8% | +2.4% | -6.3% | -4.5% |
| 30D | -6.0% | +6.4% | -12.4% | -7.6% |
| 3M | +32.0% | +21.6% | +10.4% | +25.1% |
| 6M | +2.1% | +13.4% | -11.3% | -2.8% |
| YTD | -26.2% | +52.6% | -78.8% | -36.8% |
| 1Y | -41.2% | +122.4% | -163.5% | -55.3% |
| 3Y | +3.3% | +208.5% | -205.1% | -31.2% |
| 5Y | -40.7% | +353.9% | -394.6% | -65.6% |
| All | +403.3% | +481.4% | -78.0% | +171.0% |
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