+162.0%
SO vs RGEN
+402.3%
-240.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.6% |
| 7D | 0.0% | -4.6% | +4.6% | +0.3% |
| 30D | -2.5% | +1.2% | -3.6% | -2.6% |
| 3M | -4.2% | +26.8% | -31.0% | -5.7% |
| 6M | -7.7% | +29.1% | -36.7% | -9.4% |
| YTD | +3.8% | +0.7% | +3.1% | +3.3% |
| 1Y | +0.1% | +39.1% | -39.0% | -2.7% |
| 3Y | +44.2% | +2.2% | +42.0% | +40.5% |
| 5Y | +57.9% | -44.0% | +101.9% | +59.3% |
| 10Y | +162.0% | +412.7% | -250.8% | +132.2% |
| All | +162.0% | +402.3% | -240.3% | +132.2% |
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