+1,872.3%
SGI vs RGEN
+3,938.6%
-2,066.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +8.5% | -4.9% | +13.5% | +9.6% |
| 30D | +0.7% | +5.7% | -5.0% | -0.5% |
| 3M | +0.6% | +32.4% | -31.8% | -5.3% |
| 6M | -17.9% | +33.2% | -51.1% | -23.0% |
| YTD | -21.2% | +2.3% | -23.5% | -22.1% |
| 1Y | -18.9% | +39.0% | -57.9% | -24.9% |
| 3Y | +52.6% | -4.6% | +57.3% | +46.7% |
| 5Y | +60.7% | -42.7% | +103.4% | +64.2% |
| 10Y | +278.1% | +433.6% | -155.5% | +153.6% |
| All | +1,872.3% | +3,938.6% | -2,066.3% | +701.8% |
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