+21.6%
SPG vs GEN
+2.7%
+18.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.3% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -4.9% | +2.6% | -7.6% | -5.1% |
| 3M | +3.3% | +15.8% | -12.5% | +2.5% |
| 6M | +11.2% | +33.1% | -21.9% | +10.6% |
| YTD | +17.1% | +11.3% | +5.8% | +20.9% |
| 1Y | +21.6% | +1.7% | +19.9% | +31.1% |
| All | +21.6% | +2.7% | +18.9% | +31.1% |
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