+213.1%
GEN vs SFM
+40.3%
+172.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -2.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.3% |
| 30D | +33.1% | -24.8% | +57.8% | +35.7% |
| 3M | +6.5% | -43.7% | +50.2% | +11.8% |
| 6M | +53.8% | -37.3% | +91.1% | +59.2% |
| YTD | +11.2% | -38.4% | +49.6% | +15.0% |
| 1Y | +19.4% | -36.9% | +56.3% | +23.1% |
| 3Y | +81.0% | +20.7% | +60.4% | +73.1% |
| 5Y | +33.4% | +103.5% | -70.0% | +20.5% |
| 10Y | +164.3% | +139.7% | +24.5% | +130.8% |
| All | +213.1% | +40.3% | +172.8% | +181.2% |
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