+3.8%
RGEN vs SBAC
-9.2%
+13.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | +5.7% | +6.9% | -1.2% | +4.3% |
| 3M | +32.4% | -8.2% | +40.7% | +34.3% |
| 6M | +33.2% | -1.6% | +34.8% | +33.1% |
| YTD | +2.3% | -0.1% | +2.4% | +1.5% |
| 1Y | +39.0% | -0.5% | +39.5% | +38.1% |
| All | +3.8% | -9.2% | +13.0% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling