-35.0%
SFM vs RGEN
+19.5%
-54.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.6% |
| 7D | -12.3% | -3.5% | -8.7% | -12.3% |
| 30D | -16.2% | -6.0% | -10.2% | -16.2% |
| 3M | -36.8% | +19.0% | -55.8% | -36.7% |
| 6M | -32.6% | +50.7% | -83.3% | -32.5% |
| YTD | -31.7% | +8.8% | -40.5% | -31.8% |
| 1Y | -35.0% | +21.3% | -56.3% | -35.7% |
| All | -35.0% | +19.5% | -54.5% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling