+59.8%
SO vs GEN
+24.6%
+35.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.6% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | -4.6% | +10.1% | -14.7% | -5.4% |
| 3M | -3.0% | +16.1% | -19.1% | -4.4% |
| 6M | -8.3% | +38.9% | -47.1% | -11.2% |
| YTD | +3.5% | +14.4% | -10.9% | +2.5% |
| 1Y | -0.9% | +5.9% | -6.8% | -0.9% |
| 3Y | +45.4% | +58.8% | -13.4% | +35.6% |
| All | +59.8% | +24.6% | +35.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling