-46.1%
GENVR vs SPY
+20.8%
-67.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.2% | -10.9% |
| 7D | -10.6% | +0.1% | -10.7% | -10.2% |
| 30D | +69.7% | +0.1% | +69.7% | +74.2% |
| 3M | +64.9% | +2.0% | +62.9% | +57.0% |
| 6M | +165.7% | +13.0% | +152.7% | +65.4% |
| YTD | +2.9% | +13.5% | -10.7% | -32.0% |
| 1Y | -46.1% | +20.0% | -66.1% | -66.2% |
| All | -46.1% | +20.8% | -67.0% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling