+1,770.6%
SGI vs GEN
+413.1%
+1,357.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.3% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | +6.6% | +28.2% | -21.6% | -3.9% |
| 3M | +1.8% | +2.6% | -0.8% | -0.5% |
| 6M | -3.9% | +32.7% | -36.6% | -16.3% |
| YTD | -25.2% | +11.3% | -36.5% | -30.8% |
| 1Y | -26.7% | +17.9% | -44.7% | -33.9% |
| 3Y | +86.8% | +66.3% | +20.4% | +42.8% |
| 5Y | +56.6% | +31.7% | +25.0% | +28.3% |
| 10Y | +384.3% | +150.0% | +234.3% | +165.0% |
| All | +1,770.6% | +413.1% | +1,357.6% | +656.8% |
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 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