+60.0%
SGI vs RGEN
-42.7%
+102.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +9.3% | -0.9% | +10.2% | +9.6% |
| 30D | +6.9% | +2.8% | +4.1% | +5.8% |
| 3M | +2.8% | +34.5% | -31.6% | -6.5% |
| 6M | -12.6% | +40.5% | -53.1% | -21.9% |
| YTD | -21.5% | +2.8% | -24.4% | -23.4% |
| 1Y | -18.8% | +39.6% | -58.4% | -28.0% |
| 3Y | +60.8% | +4.4% | +56.4% | +46.6% |
| 5Y | +60.0% | -42.8% | +102.8% | +44.3% |
| All | +60.0% | -42.7% | +102.7% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling