-78.0%
SE vs GEN
+32.5%
-110.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.9% |
| 7D | +2.0% | +2.3% | -0.3% | +1.4% |
| 30D | -20.0% | +33.1% | -53.0% | -26.8% |
| 3M | -31.8% | +6.5% | -38.3% | -33.7% |
| 6M | -15.9% | +53.8% | -69.7% | -28.1% |
| YTD | -40.6% | +11.2% | -51.9% | -43.6% |
| 1Y | -50.7% | +19.4% | -70.1% | -54.4% |
| 3Y | +70.3% | +81.0% | -10.7% | +34.3% |
| All | -78.0% | +32.5% | -110.5% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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