+70.8%
SAP vs RGEN
-35.1%
+105.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.7% |
| 7D | -0.7% | -1.9% | +1.3% | -0.4% |
| 30D | +11.1% | +3.7% | +7.3% | +10.1% |
| 3M | +17.0% | +8.8% | +8.2% | +14.6% |
| 6M | +34.8% | +38.0% | -3.1% | +25.6% |
| YTD | -2.2% | +5.9% | -8.1% | -4.8% |
| 1Y | -6.4% | +19.7% | -26.1% | -11.0% |
| 3Y | +75.1% | +20.5% | +54.6% | +60.2% |
| All | +70.8% | -35.1% | +105.9% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling