+275.2%
SGI vs RGEN
+402.3%
-127.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | +0.6% | -4.6% | +5.2% | +1.9% |
| 30D | +5.5% | +1.2% | +4.4% | +5.1% |
| 3M | -3.6% | +26.8% | -30.4% | -10.4% |
| 6M | -15.0% | +29.1% | -44.1% | -21.6% |
| YTD | -23.0% | +0.7% | -23.8% | -24.2% |
| 1Y | -18.4% | +39.1% | -57.5% | -27.0% |
| 3Y | +57.8% | +2.2% | +55.5% | +45.5% |
| 5Y | +51.5% | -44.0% | +95.4% | +54.2% |
| 10Y | +275.2% | +412.7% | -137.6% | +111.5% |
| All | +275.2% | +402.3% | -127.1% | +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 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