+235.4%
SAP vs RGEN
+411.3%
-175.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | -3.9% | -1.2% | -2.7% | -3.7% |
| 30D | +6.5% | -5.1% | +11.6% | +7.3% |
| 3M | +14.7% | +0.5% | +14.2% | +13.8% |
| 6M | +39.9% | +46.6% | -6.7% | +28.5% |
| YTD | -2.0% | +1.6% | -3.6% | -3.9% |
| 1Y | -6.0% | +5.4% | -11.4% | -8.6% |
| 3Y | +67.7% | +12.8% | +54.8% | +54.7% |
| 5Y | +78.8% | -35.6% | +114.4% | +75.0% |
| All | +235.4% | +411.3% | -175.9% | +119.4% |
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