+3,892.7%
GEN vs SCCO
+35,670.2%
-31,777.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.7% | -3.9% |
| 7D | -0.7% | +3.4% | -4.1% | -1.6% |
| 30D | +2.6% | +6.6% | -4.0% | +0.8% |
| 3M | +15.8% | +24.5% | -8.7% | +8.7% |
| 6M | +33.1% | +16.5% | +16.6% | +25.7% |
| YTD | +11.3% | +52.1% | -40.8% | -2.9% |
| 1Y | +1.7% | +114.2% | -112.5% | -19.2% |
| 3Y | +58.1% | +207.4% | -149.3% | +11.7% |
| 5Y | +20.6% | +353.7% | -333.1% | -25.1% |
| 10Y | +149.0% | +1,144.5% | -995.5% | +11.2% |
| All | +3,892.7% | +35,670.2% | -31,777.4% | +370.6% |
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 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