+379.5%
SE vs RGEN
+378.7%
+0.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.5% |
| 7D | +3.3% | +3.5% | -0.2% | +1.8% |
| 30D | -18.2% | +2.9% | -21.1% | -19.4% |
| 3M | -31.3% | +9.2% | -40.4% | -34.8% |
| 6M | -10.1% | +44.9% | -55.0% | -26.5% |
| YTD | -38.9% | +9.2% | -48.1% | -43.5% |
| 1Y | -48.0% | +25.3% | -73.3% | -55.2% |
| 3Y | +78.8% | +21.7% | +57.1% | +36.6% |
| 5Y | -77.1% | -34.5% | -42.6% | -77.0% |
| All | +379.5% | +378.7% | +0.8% | +118.4% |
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