+2,101.2%
SAN vs RGEN
+1,576.0%
+525.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +1.8% | -4.9% | +6.7% | +2.0% |
| 30D | +2.0% | +5.7% | -3.7% | +1.6% |
| 3M | +19.7% | +32.4% | -12.7% | +17.7% |
| 6M | +30.6% | +33.2% | -2.6% | +28.3% |
| YTD | +28.8% | +2.3% | +26.6% | +28.3% |
| 1Y | +57.8% | +39.0% | +18.8% | +54.4% |
| 3Y | +338.1% | -4.6% | +342.8% | +332.7% |
| 5Y | +384.2% | -42.7% | +426.9% | +385.2% |
| 10Y | +353.1% | +433.6% | -80.4% | +303.5% |
| All | +2,101.2% | +1,576.0% | +525.2% | +1,456.0% |
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