+1,774.8%
SAN vs RGEN
+1,639.8%
+135.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.0% |
| 7D | +10.8% | -2.4% | +13.2% | +10.9% |
| 30D | -5.7% | +0.1% | -5.8% | -5.8% |
| 3M | -13.4% | +6.6% | -20.1% | -13.8% |
| 6M | +3.5% | +40.9% | -37.4% | +1.3% |
| YTD | +9.7% | +6.2% | +3.6% | +9.0% |
| 1Y | +20.9% | +19.4% | +1.4% | +19.2% |
| 3Y | +254.3% | +17.9% | +236.4% | +246.4% |
| 5Y | +304.2% | -34.0% | +338.2% | +302.1% |
| 10Y | +260.2% | +453.9% | -193.7% | +220.0% |
| All | +1,774.8% | +1,639.8% | +135.0% | +1,221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling