+103.1%
SPG vs GEN
+24.6%
+78.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -6.8% | +10.1% | -17.0% | -9.0% |
| 3M | +2.7% | +16.1% | -13.4% | -1.1% |
| 6M | +5.5% | +38.9% | -33.4% | -3.3% |
| YTD | +15.7% | +14.4% | +1.3% | +11.6% |
| 1Y | +20.9% | +5.9% | +15.0% | +19.0% |
| 3Y | +112.4% | +58.8% | +53.6% | +85.8% |
| All | +103.1% | +24.6% | +78.5% | +78.5% |
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