+455.3%
SN vs RGEN
+2.7%
+452.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.1% |
| 7D | +7.6% | +3.5% | +4.2% | +6.6% |
| 30D | +24.1% | +2.9% | +21.2% | +22.9% |
| 3M | +23.7% | +9.2% | +14.5% | +20.0% |
| 6M | +105.5% | +44.9% | +60.6% | +83.5% |
| YTD | +105.1% | +9.2% | +95.9% | +95.4% |
| 1Y | +148.3% | +25.3% | +123.0% | +128.3% |
| 3Y | +438.7% | +21.7% | +416.9% | +388.8% |
| All | +455.3% | +2.7% | +452.6% | +368.9% |
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