-36.5%
RGEN vs SUI
-26.3%
-10.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.8% |
| 7D | -1.9% | +6.2% | -8.2% | -5.5% |
| 30D | +3.7% | +8.6% | -4.8% | -1.7% |
| 3M | +8.8% | +1.0% | +7.8% | +7.4% |
| 6M | +38.0% | -2.6% | +40.6% | +38.7% |
| YTD | +5.9% | -0.1% | +6.0% | +4.3% |
| 1Y | +19.7% | +0.5% | +19.2% | +17.5% |
| 3Y | +20.5% | +15.3% | +5.3% | +3.8% |
| All | -36.5% | -26.3% | -10.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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