+43.0%
SN vs GEN
+5.4%
+37.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.7% |
| 7D | -9.3% | -1.2% | -8.1% | -9.1% |
| 30D | -4.8% | +10.1% | -14.9% | -6.1% |
| 3M | +40.4% | +16.1% | +24.3% | +37.2% |
| 6M | +50.9% | +38.9% | +12.1% | +43.9% |
| YTD | +54.9% | +14.4% | +40.5% | +56.4% |
| 1Y | +43.0% | +5.9% | +37.2% | +48.3% |
| All | +43.0% | +5.4% | +37.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling