+222.2%
GEN vs SFM
+132.6%
+89.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.0% | -2.5% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +10.1% | -4.4% | +14.5% | +10.5% |
| 3M | +16.1% | +1.5% | +14.6% | +15.6% |
| 6M | +38.9% | +6.5% | +32.4% | +37.1% |
| YTD | +14.4% | +2.2% | +12.3% | +13.4% |
| 1Y | +5.9% | -41.9% | +47.8% | +10.8% |
| 3Y | +58.8% | +106.8% | -48.0% | +44.9% |
| 5Y | +24.7% | +231.6% | -206.9% | +7.9% |
| 10Y | +163.1% | +258.4% | -95.4% | +121.6% |
| All | +222.2% | +132.6% | +89.6% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling