+147.5%
GE vs SCCO
+1,104.1%
-956.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | -4.0% | -2.7% | -1.3% | -3.3% |
| 30D | -11.4% | -0.7% | -10.7% | -11.8% |
| 3M | -2.6% | +8.1% | -10.7% | -6.6% |
| 6M | -0.3% | +4.1% | -4.4% | -4.1% |
| YTD | +5.4% | +41.1% | -35.8% | -10.8% |
| 1Y | +15.5% | +95.6% | -80.0% | -14.3% |
| 3Y | +260.8% | +179.3% | +81.5% | +119.0% |
| 5Y | +421.6% | +308.3% | +113.3% | +156.3% |
| All | +147.5% | +1,104.1% | -956.6% | -23.6% |
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