+21.8%
GEN vs SFM
-35.8%
+57.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.3% | +4.1% |
| 7D | +26.9% | -12.3% | +39.1% | +26.1% |
| 30D | +38.6% | -16.2% | +54.8% | +38.7% |
| 3M | +9.7% | -36.8% | +46.5% | +12.2% |
| 6M | +58.9% | -32.6% | +91.5% | +60.8% |
| YTD | +15.3% | -31.7% | +47.1% | +16.1% |
| 1Y | +21.8% | -35.0% | +56.8% | +22.8% |
| All | +21.8% | -35.8% | +57.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling