+5,450.7%
RGEN vs SBAC
+2,188.2%
+3,262.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.4% |
| 7D | -1.2% | -2.7% | +1.6% | -0.8% |
| 30D | -5.1% | +3.3% | -8.4% | -5.6% |
| 3M | +0.5% | +3.3% | -2.8% | -0.1% |
| 6M | +46.6% | -10.9% | +57.5% | +48.4% |
| YTD | +1.6% | -1.0% | +2.6% | +0.9% |
| 1Y | +5.4% | -4.5% | +9.9% | +5.1% |
| 3Y | +12.8% | -8.7% | +21.6% | +12.5% |
| 5Y | -35.6% | -40.6% | +5.0% | -31.9% |
| 10Y | +415.7% | +109.4% | +306.3% | +375.3% |
| All | +5,450.7% | +2,188.2% | +3,262.4% | +4,607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling