+2,439.8%
SAP vs RGEN
+8,809.4%
-6,369.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -2.5% | -3.1% | +0.7% | -2.3% |
| 30D | +7.5% | +0.1% | +7.4% | +7.4% |
| 3M | +11.6% | +4.8% | +6.9% | +11.1% |
| 6M | +37.6% | +48.9% | -11.3% | +33.8% |
| YTD | -2.0% | +5.3% | -7.3% | -2.7% |
| 1Y | -6.4% | +12.5% | -18.9% | -7.5% |
| 3Y | +67.7% | +17.0% | +50.7% | +63.5% |
| 5Y | +75.7% | -35.4% | +111.1% | +74.9% |
| 10Y | +229.3% | +434.6% | -205.3% | +192.5% |
| All | +2,439.8% | +8,809.4% | -6,369.6% | +1,769.5% |
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 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