+78.7%
SO vs GEN
+33.3%
+45.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.0% |
| 7D | +1.4% | +2.0% | -0.7% | +1.2% |
| 30D | +4.7% | +27.7% | -23.0% | +2.4% |
| 3M | +1.7% | +3.3% | -1.6% | +1.1% |
| 6M | +2.2% | +31.8% | -29.7% | -1.0% |
| YTD | +10.0% | +13.5% | -3.5% | +8.6% |
| 1Y | +6.0% | +16.0% | -10.0% | +4.4% |
| 3Y | +54.1% | +70.6% | -16.5% | +41.5% |
| All | +78.7% | +33.3% | +45.4% | +65.5% |
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 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