+23.6%
SFM vs RGEN
+1,610.7%
-1,587.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.2% | +0.7% |
| 7D | -10.2% | +3.5% | -13.7% | -10.5% |
| 30D | -23.9% | +2.9% | -26.8% | -24.2% |
| 3M | -42.3% | +9.2% | -51.4% | -42.9% |
| 6M | -40.1% | +44.9% | -85.1% | -42.4% |
| YTD | -37.8% | +9.2% | -47.0% | -38.8% |
| 1Y | -37.1% | +25.3% | -62.4% | -38.9% |
| 3Y | +21.5% | +21.7% | -0.2% | +16.6% |
| 5Y | +103.8% | -34.5% | +138.3% | +100.0% |
| 10Y | +142.0% | +478.9% | -336.9% | +99.6% |
| All | +23.6% | +1,610.7% | -1,587.1% | -9.9% |
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 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