+153.2%
GEN vs SBAC
+78.4%
+74.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +2.1% | +3.9% | -1.8% | +1.1% |
| 3M | +19.7% | -8.2% | +27.9% | +22.1% |
| 6M | +33.3% | -2.8% | +36.1% | +32.6% |
| YTD | +11.1% | -1.5% | +12.7% | +9.8% |
| 1Y | +3.0% | 0.0% | +3.0% | +1.3% |
| 3Y | +57.9% | -8.4% | +66.3% | +56.5% |
| 5Y | +20.6% | -43.5% | +64.1% | +35.2% |
| 10Y | +153.2% | +86.9% | +66.3% | +109.3% |
| All | +153.2% | +78.4% | +74.9% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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