+59.2%
SGI vs GEN
+61.9%
-2.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +8.5% | -1.2% | +9.7% | +8.9% |
| 30D | +0.7% | +10.1% | -9.5% | -2.3% |
| 3M | +0.6% | +16.1% | -15.5% | -4.1% |
| 6M | -17.9% | +38.9% | -56.8% | -26.7% |
| YTD | -21.2% | +14.4% | -35.6% | -24.2% |
| 1Y | -18.9% | +5.9% | -24.7% | -19.7% |
| All | +59.2% | +61.9% | -2.7% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling