+275.2%
SGI vs GEN
+150.6%
+124.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | +5.5% | +2.1% | +3.5% | +4.8% |
| 3M | -3.6% | +19.7% | -23.3% | -9.0% |
| 6M | -15.0% | +33.3% | -48.3% | -23.3% |
| YTD | -23.0% | +11.1% | -34.1% | -26.5% |
| 1Y | -18.4% | +3.0% | -21.4% | -20.3% |
| 3Y | +57.8% | +57.9% | -0.1% | +33.1% |
| 5Y | +51.5% | +20.6% | +30.9% | +36.0% |
| 10Y | +275.2% | +153.2% | +121.9% | +158.2% |
| All | +275.2% | +150.6% | +124.6% | +158.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling