+2,432.7%
SAP vs RGEN
+8,854.3%
-6,421.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.3% |
| 7D | -0.7% | -1.9% | +1.3% | -0.6% |
| 30D | +11.1% | +3.7% | +7.3% | +10.8% |
| 3M | +17.0% | +8.8% | +8.2% | +16.2% |
| 6M | +34.8% | +38.0% | -3.1% | +31.7% |
| YTD | -2.2% | +5.9% | -8.1% | -3.0% |
| 1Y | -6.4% | +19.7% | -26.1% | -7.9% |
| 3Y | +75.1% | +20.5% | +54.6% | +70.5% |
| 5Y | +69.8% | -35.0% | +104.8% | +69.0% |
| 10Y | +219.8% | +540.9% | -321.1% | +181.7% |
| All | +2,432.7% | +8,854.3% | -6,421.6% | +1,763.7% |
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