+62.2%
SPG vs GEN
+150.2%
-88.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -4.9% | +2.6% | -7.6% | -5.4% |
| 3M | +3.3% | +15.8% | -12.5% | +0.7% |
| 6M | +11.2% | +33.1% | -21.9% | +5.5% |
| YTD | +17.1% | +11.3% | +5.8% | +14.3% |
| 1Y | +21.6% | +1.7% | +19.9% | +20.5% |
| 3Y | +111.9% | +58.1% | +53.7% | +94.8% |
| 5Y | +106.9% | +20.6% | +86.3% | +93.9% |
| 10Y | +62.2% | +149.0% | -86.8% | +35.9% |
| All | +62.2% | +150.2% | -88.0% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling