+1,663.9%
SGI vs RGEN
+4,059.5%
-2,395.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -10.5% | -3.1% | -7.4% | -9.9% |
| 30D | +0.1% | +0.1% | +0.1% | 0.0% |
| 3M | -4.0% | +4.8% | -8.7% | -5.4% |
| 6M | -5.6% | +48.9% | -54.6% | -13.8% |
| YTD | -29.5% | +5.3% | -34.9% | -31.1% |
| 1Y | -31.5% | +12.5% | -44.0% | -34.0% |
| 3Y | +71.6% | +17.0% | +54.6% | +58.5% |
| 5Y | +50.5% | -35.4% | +85.9% | +50.2% |
| 10Y | +333.9% | +434.6% | -100.7% | +189.2% |
| All | +1,663.9% | +4,059.5% | -2,395.6% | +609.0% |
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