+8,297.1%
GEN vs SAN
+2,116.5%
+6,180.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -1.2% | +1.8% | -3.0% | -1.7% |
| 30D | +10.1% | +2.0% | +8.2% | +9.5% |
| 3M | +16.1% | +19.7% | -3.6% | +9.5% |
| 6M | +38.9% | +30.6% | +8.2% | +26.8% |
| YTD | +14.4% | +28.8% | -14.4% | +4.5% |
| 1Y | +5.9% | +57.8% | -51.9% | -9.4% |
| 3Y | +58.8% | +338.1% | -279.3% | -2.9% |
| 5Y | +24.7% | +384.2% | -359.6% | -28.8% |
| 10Y | +163.1% | +353.1% | -190.1% | +38.6% |
| All | +8,297.1% | +2,116.5% | +6,180.6% | +1,690.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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