+102.9%
SFM vs RGEN
+1,502.3%
-1,399.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | -0.1% | -4.9% | +4.8% | +0.3% |
| 30D | -4.4% | +5.7% | -10.1% | -4.9% |
| 3M | +1.5% | +32.4% | -30.9% | -1.2% |
| 6M | +6.5% | +33.2% | -26.7% | +3.3% |
| YTD | +2.2% | +2.3% | -0.1% | +1.3% |
| 1Y | -41.9% | +39.0% | -80.9% | -44.0% |
| 3Y | +106.8% | -4.6% | +111.4% | +102.2% |
| 5Y | +231.6% | -42.7% | +274.3% | +229.2% |
| 10Y | +258.4% | +433.6% | -175.2% | +198.0% |
| All | +102.9% | +1,502.3% | -1,399.4% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling