+423.6%
SN vs RGEN
+0.8%
+422.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | -9.3% | -4.9% | -4.4% | -7.9% |
| 30D | -4.8% | +5.7% | -10.5% | -6.3% |
| 3M | +40.4% | +32.4% | +8.0% | +29.0% |
| 6M | +50.9% | +33.2% | +17.8% | +37.8% |
| YTD | +54.9% | +2.3% | +52.7% | +51.2% |
| 1Y | +43.0% | +39.0% | +4.0% | +27.5% |
| All | +423.6% | +0.8% | +422.8% | +418.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling