+25.4%
GEN vs SFM
+230.0%
-204.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.0% | -2.6% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +10.1% | -4.4% | +14.5% | +10.6% |
| 3M | +16.1% | +1.5% | +14.6% | +15.3% |
| 6M | +38.9% | +6.5% | +32.4% | +36.3% |
| YTD | +14.4% | +2.2% | +12.3% | +12.9% |
| 1Y | +5.9% | -41.9% | +47.8% | +13.7% |
| 3Y | +58.8% | +106.8% | -48.0% | +34.5% |
| All | +25.4% | +230.0% | -204.6% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling