+33.3%
SPG vs GEN
+17.6%
+15.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | +16.8% | +28.2% | -11.3% | +15.5% |
| 3M | +5.7% | +2.6% | +3.0% | +5.1% |
| 6M | +17.8% | +32.7% | -14.9% | +16.3% |
| YTD | +30.1% | +11.3% | +18.8% | +33.7% |
| All | +33.3% | +17.6% | +15.6% | +34.9% |
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 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