+319.5%
SN vs GEN
+68.1%
+251.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.4% |
| 7D | -9.3% | -1.2% | -8.1% | -9.0% |
| 30D | -4.8% | +10.1% | -14.9% | -7.2% |
| 3M | +40.4% | +16.1% | +24.3% | +34.7% |
| 6M | +50.9% | +38.9% | +12.1% | +36.8% |
| YTD | +54.9% | +14.4% | +40.5% | +49.2% |
| 1Y | +43.0% | +5.9% | +37.2% | +41.4% |
| 3Y | +391.8% | +58.8% | +333.0% | +331.3% |
| All | +319.5% | +68.1% | +251.5% | +267.3% |
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 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