+239.1%
SAN vs RGEN
+15.5%
+223.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.7% |
| 7D | +4.9% | -1.9% | +6.9% | +5.2% |
| 30D | -13.0% | +3.7% | -16.7% | -13.7% |
| 3M | -18.9% | +8.8% | -27.7% | -20.3% |
| 6M | -4.1% | +38.0% | -42.1% | -10.1% |
| YTD | +2.6% | +5.9% | -3.3% | -0.2% |
| 1Y | +16.9% | +19.7% | -2.7% | +11.6% |
| 3Y | +239.1% | +20.5% | +218.5% | +219.4% |
| All | +239.1% | +15.5% | +223.6% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling