+37.0%
RGEN vs SBAC
-2.7%
+39.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | -2.9% | -5.3% | +2.4% | -2.6% |
| 30D | -0.1% | +0.4% | -0.4% | -0.1% |
| 3M | +25.9% | -11.9% | +37.8% | +26.9% |
| 6M | +35.2% | -4.5% | +39.7% | +35.4% |
| YTD | +0.5% | -4.3% | +4.8% | +1.3% |
| 1Y | +37.0% | -3.9% | +40.9% | +43.0% |
| All | +37.0% | -2.7% | +39.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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