+166.5%
ZTS vs SCCO
+757.2%
-590.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -3.9% |
| 7D | -4.8% | +3.4% | -8.2% | -5.4% |
| 30D | +1.2% | +6.6% | -5.4% | -0.2% |
| 3M | -6.0% | +24.5% | -30.5% | -10.7% |
| 6M | -38.7% | +16.5% | -55.2% | -41.4% |
| YTD | -40.6% | +52.1% | -92.7% | -46.9% |
| 1Y | -50.6% | +114.2% | -164.8% | -59.0% |
| 3Y | -58.7% | +207.4% | -266.2% | -69.5% |
| 5Y | -62.8% | +353.7% | -416.6% | -75.4% |
| 10Y | +56.2% | +1,144.5% | -1,088.3% | -22.0% |
| All | +166.5% | +757.2% | -590.7% | +39.1% |
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