+131.1%
SFM vs RGEN
+457.6%
-326.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.2% |
| 7D | -6.9% | -2.4% | -4.5% | -6.7% |
| 30D | -25.0% | +0.1% | -25.0% | -25.1% |
| 3M | -42.7% | +6.6% | -49.4% | -43.3% |
| 6M | -41.0% | +40.9% | -81.9% | -43.5% |
| YTD | -38.7% | +6.2% | -44.8% | -39.7% |
| 1Y | -38.1% | +19.4% | -57.6% | -40.0% |
| 3Y | +19.3% | +17.9% | +1.4% | +13.9% |
| 5Y | +103.1% | -34.0% | +137.1% | +98.7% |
| 10Y | +131.1% | +453.9% | -322.8% | +64.0% |
| All | +131.1% | +457.6% | -326.6% | +64.0% |
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