+70.3%
SE vs RGEN
+15.5%
+54.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.5% |
| 7D | +2.0% | -1.9% | +4.0% | +2.5% |
| 30D | -20.0% | +3.7% | -23.7% | -20.7% |
| 3M | -31.8% | +8.8% | -40.6% | -33.4% |
| 6M | -15.9% | +38.0% | -53.8% | -22.7% |
| YTD | -40.6% | +5.9% | -46.5% | -42.4% |
| 1Y | -50.7% | +19.7% | -70.3% | -53.4% |
| 3Y | +70.3% | +20.5% | +49.8% | +86.5% |
| All | +70.3% | +15.5% | +54.8% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling