+2,568.5%
REGN vs SPYG
+559.0%
+2,009.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.2% |
| 7D | -5.6% | -0.9% | -4.7% | -4.8% |
| 30D | -2.0% | -1.5% | -0.4% | -0.7% |
| 3M | +28.0% | +3.7% | +24.2% | +23.0% |
| 6M | +1.2% | +16.4% | -15.3% | -13.0% |
| YTD | +1.6% | +13.3% | -11.7% | -10.6% |
| 1Y | +38.2% | +17.9% | +20.4% | +16.7% |
| 3Y | -5.4% | +98.3% | -103.7% | -52.9% |
| 5Y | +21.3% | +86.4% | -65.2% | -39.3% |
| 10Y | +105.2% | +421.9% | -316.7% | -67.4% |
| All | +2,568.5% | +559.0% | +2,009.5% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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