+2,233.8%
SAP vs RGEN
+8,550.3%
-6,316.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.9% | -4.9% | +2.0% | -2.6% |
| 30D | +9.0% | +5.7% | +3.3% | +8.6% |
| 3M | +14.9% | +32.4% | -17.5% | +12.8% |
| 6M | +11.9% | +33.2% | -21.3% | +9.7% |
| YTD | -9.9% | +2.3% | -12.2% | -10.3% |
| 1Y | -19.5% | +39.0% | -58.5% | -21.5% |
| 3Y | +61.8% | -4.6% | +66.4% | +59.6% |
| 5Y | +56.2% | -42.7% | +98.9% | +56.6% |
| 10Y | +180.6% | +433.6% | -253.0% | +149.6% |
| All | +2,233.8% | +8,550.3% | -6,316.6% | +1,623.8% |
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