+180.9%
SAP vs RGEN
+404.1%
-223.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.9% | -4.9% | +2.0% | -2.0% |
| 30D | +9.0% | +5.7% | +3.3% | +7.8% |
| 3M | +14.9% | +32.4% | -17.5% | +8.4% |
| 6M | +11.9% | +33.2% | -21.3% | +5.0% |
| YTD | -9.9% | +2.3% | -12.2% | -11.3% |
| 1Y | -19.5% | +39.0% | -58.5% | -25.5% |
| 3Y | +61.8% | -4.6% | +66.4% | +54.4% |
| 5Y | +56.2% | -42.7% | +98.9% | +57.0% |
| All | +180.9% | +404.1% | -223.1% | +90.5% |
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