+109.7%
SFM vs RGEN
+0.8%
+109.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | -0.1% | -4.9% | +4.8% | +0.5% |
| 30D | -4.4% | +5.7% | -10.1% | -5.1% |
| 3M | +1.5% | +32.4% | -30.9% | -2.3% |
| 6M | +6.5% | +33.2% | -26.7% | +1.9% |
| YTD | +2.2% | +2.3% | -0.1% | +1.4% |
| 1Y | -41.9% | +39.0% | -80.9% | -45.1% |
| All | +109.7% | +0.8% | +109.0% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling