-46.2%
SFM vs RGEN
+37.5%
-83.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.9% |
| 7D | -7.2% | -4.6% | -2.6% | -7.0% |
| 30D | -14.3% | +1.2% | -15.5% | -14.4% |
| 3M | -13.7% | +26.8% | -40.6% | -14.6% |
| 6M | -6.0% | +29.1% | -35.1% | -7.2% |
| YTD | -8.2% | +0.7% | -9.0% | -7.1% |
| 1Y | -46.2% | +39.1% | -85.3% | -46.9% |
| All | -46.2% | +37.5% | -83.7% | -46.9% |
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