+153.8%
GEN vs SCCO
+1,104.1%
-950.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | +6.1% | -0.7% | +6.8% | +6.0% |
| 3M | +27.0% | +8.1% | +18.9% | +24.4% |
| 6M | +43.9% | +4.1% | +39.8% | +40.8% |
| YTD | +13.0% | +41.1% | -28.1% | +2.9% |
| 1Y | +4.0% | +95.6% | -91.5% | -12.0% |
| 3Y | +66.2% | +179.3% | -113.1% | +27.4% |
| 5Y | +23.2% | +308.3% | -285.1% | -14.7% |
| All | +153.8% | +1,104.1% | -950.3% | +36.3% |
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