+20.6%
GEN vs SBAC
-43.9%
+64.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +2.6% | +3.2% | -0.6% | +1.9% |
| 3M | +15.8% | -5.1% | +20.8% | +16.9% |
| 6M | +33.1% | -2.1% | +35.2% | +32.4% |
| YTD | +11.3% | -0.5% | +11.8% | +9.8% |
| 1Y | +1.7% | +1.1% | +0.5% | -0.2% |
| 3Y | +58.1% | -7.4% | +65.6% | +56.5% |
| 5Y | +20.6% | -44.3% | +65.0% | +30.4% |
| All | +20.6% | -43.9% | +64.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling