+2,564.5%
GEN vs SBAC
+2,208.1%
+356.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +10.1% | +6.9% | +3.2% | +9.0% |
| 3M | +16.1% | -8.2% | +24.3% | +17.5% |
| 6M | +38.9% | -1.6% | +40.5% | +38.3% |
| YTD | +14.4% | -0.1% | +14.6% | +13.5% |
| 1Y | +5.9% | -0.5% | +6.3% | +5.0% |
| 3Y | +58.8% | -9.1% | +67.9% | +58.6% |
| 5Y | +24.7% | -43.8% | +68.5% | +33.0% |
| 10Y | +163.1% | +80.5% | +82.5% | +133.1% |
| All | +2,564.5% | +2,208.1% | +356.3% | +1,345.7% |
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