+22.0%
GEN vs SCCO
+313.8%
-291.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +7.9% | +1.7% |
| 7D | -4.3% | -2.7% | -1.6% | -4.1% |
| 30D | +3.8% | -0.2% | +3.9% | +3.6% |
| 3M | +22.3% | +17.8% | +4.5% | +18.6% |
| 6M | +39.0% | +2.3% | +36.7% | +37.1% |
| YTD | +11.9% | +41.6% | -29.7% | +2.6% |
| 1Y | +4.5% | +101.9% | -97.4% | -11.4% |
| 3Y | +59.0% | +186.2% | -127.2% | +22.1% |
| 5Y | +22.0% | +309.7% | -287.7% | -15.1% |
| All | +22.0% | +313.8% | -291.8% | -15.1% |
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 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