+2,508.8%
GEN vs SBAC
+2,232.4%
+276.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +1.0% | +3.6% | -2.6% | +0.5% |
| 30D | +29.1% | +4.9% | +24.2% | +28.1% |
| 3M | +2.9% | +6.5% | -3.6% | +1.9% |
| 6M | +33.6% | -11.1% | +44.7% | +35.8% |
| YTD | +12.0% | +0.9% | +11.1% | +11.0% |
| 1Y | +16.2% | -1.6% | +17.7% | +15.5% |
| 3Y | +65.1% | -7.0% | +72.0% | +64.4% |
| 5Y | +33.3% | -39.2% | +72.5% | +40.6% |
| 10Y | +149.7% | +111.4% | +38.3% | +116.2% |
| All | +2,508.8% | +2,232.4% | +276.4% | +1,312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling