+76.0%
SGI vs GEN
+79.4%
-3.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.8% | -4.7% |
| 7D | +1.0% | +2.3% | -1.3% | +0.4% |
| 30D | +3.9% | +33.1% | -29.1% | -4.3% |
| 3M | -0.8% | +6.5% | -7.3% | -3.1% |
| 6M | -18.0% | +53.8% | -71.7% | -29.8% |
| YTD | -27.6% | +11.2% | -38.8% | -30.0% |
| 1Y | -27.2% | +19.4% | -46.6% | -31.7% |
| 3Y | +76.0% | +81.0% | -5.1% | +41.8% |
| All | +76.0% | +79.4% | -3.4% | +41.8% |
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