+336.9%
SAN vs RGEN
+402.3%
-65.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -0.5% | -4.6% | +4.1% | +0.2% |
| 30D | -0.1% | +1.2% | -1.2% | -0.3% |
| 3M | +19.6% | +26.8% | -7.2% | +14.8% |
| 6M | +32.7% | +29.1% | +3.6% | +26.6% |
| YTD | +26.7% | +0.7% | +26.0% | +25.3% |
| 1Y | +51.6% | +39.1% | +12.6% | +42.4% |
| 3Y | +348.7% | +2.2% | +346.5% | +327.0% |
| 5Y | +378.7% | -44.0% | +422.7% | +376.3% |
| 10Y | +336.9% | +412.7% | -75.8% | +203.4% |
| All | +336.9% | +402.3% | -65.3% | +203.4% |
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