+1,872.3%
SGI vs GEN
+427.7%
+1,444.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.4% |
| 7D | +8.5% | -1.2% | +9.7% | +9.1% |
| 30D | +0.7% | +10.1% | -9.5% | -3.4% |
| 3M | +0.6% | +16.1% | -15.5% | -5.9% |
| 6M | -17.9% | +38.9% | -56.8% | -29.9% |
| YTD | -21.2% | +14.4% | -35.6% | -27.1% |
| 1Y | -18.9% | +5.9% | -24.7% | -22.7% |
| 3Y | +52.6% | +58.8% | -6.2% | +19.9% |
| 5Y | +60.7% | +24.7% | +36.1% | +36.1% |
| 10Y | +278.1% | +163.1% | +115.0% | +103.7% |
| All | +1,872.3% | +427.7% | +1,444.6% | +697.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling