-30.8%
SGI vs GEN
+14.8%
-45.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -5.3% | +2.0% | -7.4% | -5.7% |
| 30D | -2.1% | +27.7% | -29.8% | -6.3% |
| 3M | -8.2% | +3.3% | -11.4% | -9.3% |
| 6M | -4.6% | +31.8% | -36.4% | -9.3% |
| YTD | -31.5% | +13.5% | -45.0% | -30.7% |
| 1Y | -30.8% | +16.0% | -46.9% | -30.2% |
| All | -30.8% | +14.8% | -45.7% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling