+153.2%
GEN vs SFM
+280.6%
-127.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +0.3% |
| 7D | -2.9% | -7.2% | +4.3% | -2.2% |
| 30D | +2.1% | -14.3% | +16.4% | +3.6% |
| 3M | +19.7% | -13.7% | +33.4% | +21.3% |
| 6M | +33.3% | -6.0% | +39.3% | +33.3% |
| YTD | +11.1% | -8.2% | +19.3% | +11.3% |
| 1Y | +3.0% | -46.2% | +49.2% | +8.9% |
| 3Y | +57.9% | +83.6% | -25.7% | +45.6% |
| 5Y | +20.6% | +212.7% | -192.1% | +5.1% |
| 10Y | +153.2% | +273.0% | -119.8% | +117.5% |
| All | +153.2% | +280.6% | -127.3% | +117.5% |
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