-62.8%
ZTS vs SCCO
+313.8%
-376.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | +0.4% |
| 7D | -4.5% | -2.7% | -1.8% | -4.2% |
| 30D | -3.3% | -0.2% | -3.1% | -3.5% |
| 3M | -9.7% | +17.8% | -27.5% | -12.6% |
| 6M | -38.8% | +2.3% | -41.1% | -39.7% |
| YTD | -41.2% | +41.6% | -82.8% | -45.8% |
| 1Y | -50.3% | +101.9% | -152.2% | -57.1% |
| 3Y | -59.1% | +186.2% | -245.3% | -68.4% |
| 5Y | -62.8% | +309.7% | -372.4% | -73.8% |
| All | -62.8% | +313.8% | -376.5% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling