+333.9%
SGI vs RGEN
+450.6%
-116.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -10.5% | -3.1% | -7.4% | -9.7% |
| 30D | +0.1% | +0.1% | +0.1% | -0.1% |
| 3M | -4.0% | +4.8% | -8.7% | -6.1% |
| 6M | -5.6% | +48.9% | -54.6% | -16.8% |
| YTD | -29.5% | +5.3% | -34.9% | -32.0% |
| 1Y | -31.5% | +12.5% | -44.0% | -35.1% |
| 3Y | +71.6% | +17.0% | +54.6% | +52.5% |
| 5Y | +50.5% | -35.4% | +85.9% | +47.1% |
| 10Y | +333.9% | +434.6% | -100.7% | +151.1% |
| All | +333.9% | +450.6% | -116.8% | +151.1% |
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