+1.2%
SO vs GEN
+2.7%
-1.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +0.8% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | -3.2% | +2.6% | -5.8% | -2.9% |
| 3M | -1.7% | +15.8% | -17.5% | -0.6% |
| 6M | -7.2% | +33.1% | -40.3% | -4.2% |
| YTD | +4.6% | +11.3% | -6.7% | +8.0% |
| 1Y | +1.2% | +1.7% | -0.4% | +6.5% |
| All | +1.2% | +2.7% | -1.5% | +6.5% |
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 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