+304.8%
SGI vs GEN
+152.9%
+151.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | -5.3% | +2.0% | -7.4% | -5.9% |
| 30D | -2.1% | +27.7% | -29.8% | -9.2% |
| 3M | -8.2% | +3.3% | -11.4% | -9.8% |
| 6M | -4.6% | +31.8% | -36.4% | -13.6% |
| YTD | -31.5% | +13.5% | -45.0% | -35.4% |
| 1Y | -30.8% | +16.0% | -46.9% | -35.3% |
| 3Y | +67.2% | +70.6% | -3.4% | +36.8% |
| 5Y | +42.5% | +32.1% | +10.4% | +23.7% |
| All | +304.8% | +152.9% | +151.9% | +169.6% |
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