+267.7%
SAN vs RGEN
+415.2%
-147.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +4.0% | -3.3% | +7.3% | +4.6% |
| 30D | -7.8% | -5.8% | -2.0% | -7.1% |
| 3M | -16.4% | +0.2% | -16.5% | -16.7% |
| 6M | +3.5% | +56.8% | -53.2% | -4.3% |
| YTD | +6.7% | +2.4% | +4.3% | +4.9% |
| 1Y | +14.5% | +11.4% | +3.0% | +11.1% |
| 3Y | +243.5% | +15.2% | +228.4% | +221.4% |
| 5Y | +296.2% | -35.1% | +331.3% | +286.0% |
| All | +267.7% | +415.2% | -147.5% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling