+273.0%
SFM vs RGEN
+402.3%
-129.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.7% |
| 7D | -7.2% | -4.6% | -2.6% | -6.7% |
| 30D | -14.3% | +1.2% | -15.5% | -14.5% |
| 3M | -13.7% | +26.8% | -40.6% | -16.1% |
| 6M | -6.0% | +29.1% | -35.1% | -9.1% |
| YTD | -8.2% | +0.7% | -9.0% | -9.0% |
| 1Y | -46.2% | +39.1% | -85.3% | -48.7% |
| 3Y | +83.6% | +2.2% | +81.3% | +77.6% |
| 5Y | +212.7% | -44.0% | +256.7% | +211.5% |
| 10Y | +273.0% | +412.7% | -139.7% | +156.1% |
| All | +273.0% | +402.3% | -129.3% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling