+157.2%
GEN vs SFM
+140.2%
+17.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.3% |
| 7D | +2.0% | +6.0% | -4.0% | +1.5% |
| 30D | +27.7% | -19.5% | +47.2% | +29.5% |
| 3M | +3.3% | -37.0% | +40.3% | +7.5% |
| 6M | +31.8% | -41.0% | +72.8% | +37.8% |
| YTD | +13.5% | -34.6% | +48.1% | +16.9% |
| 1Y | +16.0% | -36.3% | +52.3% | +19.8% |
| 3Y | +70.6% | +24.5% | +46.0% | +62.0% |
| 5Y | +32.1% | +115.9% | -83.8% | +17.8% |
| All | +157.2% | +140.2% | +17.0% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling