+1,038.1%
GE vs SCCO
+35,670.2%
-34,632.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.1% |
| 7D | +1.2% | +3.4% | -2.3% | +0.1% |
| 30D | -9.5% | +6.6% | -16.1% | -11.5% |
| 3M | +4.1% | +24.5% | -20.4% | -3.2% |
| 6M | +3.9% | +16.5% | -12.6% | -2.1% |
| YTD | +9.0% | +52.1% | -43.1% | -6.0% |
| 1Y | +21.9% | +114.2% | -92.2% | -5.5% |
| 3Y | +281.8% | +207.4% | +74.4% | +157.5% |
| 5Y | +436.7% | +353.7% | +83.0% | +215.1% |
| 10Y | +151.5% | +1,144.5% | -993.0% | +7.8% |
| All | +1,038.1% | +35,670.2% | -34,632.1% | +120.9% |
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