+1,711.4%
SGI vs GEN
+412.9%
+1,298.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.8% | -4.4% |
| 7D | +1.0% | +2.3% | -1.3% | +0.2% |
| 30D | +3.9% | +33.1% | -29.1% | -7.7% |
| 3M | -0.8% | +6.5% | -7.3% | -4.5% |
| 6M | -18.0% | +53.8% | -71.7% | -33.3% |
| YTD | -27.6% | +11.2% | -38.8% | -33.0% |
| 1Y | -27.2% | +19.4% | -46.6% | -34.7% |
| 3Y | +76.0% | +81.0% | -5.1% | +29.6% |
| 5Y | +50.0% | +33.4% | +16.5% | +22.1% |
| 10Y | +399.1% | +164.3% | +234.8% | +165.8% |
| All | +1,711.4% | +412.9% | +1,298.5% | +632.9% |
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