+6,268.1%
SO vs GEN
+8,588.0%
-2,320.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -1.0% |
| 7D | -1.5% | +2.3% | -3.7% | -1.6% |
| 30D | +8.1% | +33.1% | -25.0% | +6.8% |
| 3M | +0.2% | +6.5% | -6.3% | -0.2% |
| 6M | +0.4% | +53.8% | -53.4% | -1.5% |
| YTD | +8.5% | +11.2% | -2.7% | +7.7% |
| 1Y | +4.9% | +19.4% | -14.5% | +3.8% |
| 3Y | +47.9% | +81.0% | -33.1% | +43.6% |
| 5Y | +75.7% | +33.4% | +42.2% | +72.0% |
| 10Y | +178.0% | +164.3% | +13.7% | +163.7% |
| All | +6,268.1% | +8,588.0% | -2,320.0% | +4,879.2% |
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